+743.7%
HOOD vs CMS
+35.4%
+708.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +2.8% |
| 7D | -4.8% | -1.3% | -3.5% | -5.1% |
| 30D | -26.1% | +6.3% | -32.4% | -25.1% |
| 3M | -10.8% | -2.1% | -8.8% | -10.9% |
| 6M | +2.4% | -5.1% | +7.4% | +1.9% |
| YTD | -28.5% | +1.3% | -29.7% | -28.0% |
| 1Y | -36.3% | -1.4% | -34.9% | -36.0% |
| 3Y | +743.7% | +36.9% | +706.8% | +705.1% |
| All | +743.7% | +35.4% | +708.3% | +705.1% |
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