+250.7%
HOOD vs CMS
+28.8%
+221.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +17.1% | +0.4% | +16.8% | +17.1% |
| 30D | +31.6% | -3.6% | +35.2% | +31.9% |
| 3M | +38.2% | -1.9% | +40.2% | +38.0% |
| 6M | +48.5% | -11.0% | +59.5% | +49.9% |
| YTD | +8.0% | +0.2% | +7.8% | +7.4% |
| 1Y | +18.7% | -1.3% | +20.0% | +18.2% |
| 3Y | +999.1% | +35.9% | +963.2% | +903.2% |
| 5Y | +181.7% | +23.1% | +158.6% | +174.9% |
| All | +250.7% | +28.8% | +221.9% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling