-36.1%
HOOD vs CMS
+1.4%
-37.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.6% |
| 7D | -4.4% | +4.1% | -8.5% | -2.9% |
| 30D | -23.4% | +10.9% | -34.3% | -20.4% |
| 3M | -6.5% | -0.2% | -6.3% | -6.0% |
| 6M | +14.2% | -4.7% | +18.9% | +14.4% |
| YTD | -22.7% | +3.9% | -26.6% | -21.8% |
| 1Y | -36.1% | +0.4% | -36.5% | -33.9% |
| All | -36.1% | +1.4% | -37.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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