+132.4%
HOOD vs CME
+75.6%
+56.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | -26.1% | +13.2% | -39.3% | -27.6% |
| 3M | -10.8% | +16.3% | -27.1% | -12.9% |
| 6M | +2.4% | +7.1% | -4.8% | +1.0% |
| YTD | -28.5% | +15.8% | -44.3% | -31.0% |
| 1Y | -36.3% | +17.1% | -53.4% | -38.8% |
| 3Y | +743.7% | +63.2% | +680.5% | +604.2% |
| 5Y | +118.6% | +70.2% | +48.4% | +75.9% |
| All | +132.4% | +75.6% | +56.7% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling