+147.5%
HOOD vs CMS
+34.1%
+113.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -3.2% | -1.1% | -2.1% | -3.2% |
| 30D | -22.6% | +6.6% | -29.1% | -23.0% |
| 3M | -10.4% | +0.8% | -11.2% | -10.4% |
| 6M | +4.7% | -3.3% | +8.0% | +4.9% |
| YTD | -25.2% | +2.7% | -27.9% | -25.8% |
| 1Y | -35.9% | -4.0% | -31.9% | -35.7% |
| 3Y | +927.7% | +37.6% | +890.1% | +821.8% |
| 5Y | +147.5% | +35.4% | +112.1% | +137.4% |
| All | +147.5% | +34.1% | +113.5% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling