+1,028.6%
HOOD vs CMS
+36.5%
+992.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +17.1% | +0.4% | +16.8% | +17.2% |
| 30D | +31.6% | -3.6% | +35.2% | +31.0% |
| 3M | +38.2% | -1.9% | +40.2% | +37.7% |
| 6M | +48.5% | -11.0% | +59.5% | +47.1% |
| YTD | +8.0% | +0.2% | +7.8% | +7.9% |
| 1Y | +18.7% | -1.3% | +20.0% | +18.8% |
| All | +1,028.6% | +36.5% | +992.1% | +927.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling