+139.3%
HOOD vs CMS
+31.9%
+107.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +3.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | -23.6% | +7.1% | -30.6% | -23.9% |
| 3M | -10.7% | -1.3% | -9.4% | -10.6% |
| 6M | +8.2% | -2.7% | +10.8% | +8.3% |
| YTD | -26.3% | +2.6% | -29.0% | -26.8% |
| 1Y | -36.1% | -2.0% | -34.1% | -36.1% |
| 3Y | +950.7% | +39.6% | +911.1% | +857.3% |
| 5Y | +127.0% | +35.3% | +91.7% | +129.2% |
| All | +139.3% | +31.9% | +107.4% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling