+189.8%
HOOD vs CME
+78.2%
+111.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +17.1% | -1.6% | +18.7% | +17.4% |
| 30D | +31.6% | +6.2% | +25.3% | +30.1% |
| 3M | +38.2% | +10.4% | +27.8% | +35.1% |
| 6M | +48.5% | -9.5% | +58.1% | +51.5% |
| YTD | +8.0% | +6.0% | +2.0% | +5.3% |
| 1Y | +18.7% | +9.3% | +9.4% | +14.6% |
| 3Y | +999.1% | +57.7% | +941.4% | +783.5% |
| All | +189.8% | +78.2% | +111.7% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling