-35.9%
HOOD vs CMI
-3.8%
-32.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -3.8% | +0.5% | -4.2% | -3.9% |
| 30D | -23.0% | -14.0% | -8.9% | -16.7% |
| 3M | -21.6% | -28.1% | +6.5% | -7.7% |
| 6M | +1.4% | -35.8% | +37.3% | +25.3% |
| YTD | -31.2% | -10.5% | -20.7% | -39.0% |
| 1Y | -35.9% | -1.9% | -34.1% | -49.6% |
| All | -35.9% | -3.8% | -32.1% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling