+223.3%
HOOD vs CMG
-0.3%
+223.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -7.8% | -2.1% | -5.8% | -6.6% |
| 30D | +18.6% | +10.9% | +7.7% | +10.8% |
| 3M | +22.1% | +15.8% | +6.2% | +6.5% |
| 6M | +43.1% | +6.9% | +36.1% | +30.8% |
| YTD | -0.5% | -2.2% | +1.7% | -2.8% |
| 1Y | -4.4% | -7.1% | +2.7% | -5.7% |
| 3Y | +938.5% | -7.1% | +945.6% | +862.0% |
| 5Y | +173.4% | -4.8% | +178.2% | +166.4% |
| All | +223.3% | -0.3% | +223.6% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling