+237.0%
HOOD vs CMI
+170.4%
+66.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +13.4% | +1.9% | +11.5% | +11.5% |
| 30D | +25.8% | -12.5% | +38.3% | +39.4% |
| 3M | +38.0% | -16.2% | +54.2% | +55.0% |
| 6M | +52.2% | +4.9% | +47.4% | +36.9% |
| YTD | +3.7% | +11.1% | -7.4% | -11.9% |
| 1Y | +0.1% | +43.4% | -43.3% | -33.5% |
| 3Y | +992.6% | +154.1% | +838.5% | +344.8% |
| 5Y | +193.0% | +169.5% | +23.5% | +10.4% |
| All | +237.0% | +170.4% | +66.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CMI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling