+132.4%
HOOD vs CMS
+30.1%
+102.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.8% |
| 30D | -26.1% | +6.3% | -32.4% | -26.4% |
| 3M | -10.8% | -2.1% | -8.8% | -10.7% |
| 6M | +2.4% | -5.1% | +7.4% | +2.6% |
| YTD | -28.5% | +1.3% | -29.7% | -28.9% |
| 1Y | -36.3% | -1.4% | -34.9% | -36.4% |
| 3Y | +743.7% | +36.9% | +706.8% | +670.4% |
| 5Y | +118.6% | +32.5% | +86.1% | +120.2% |
| All | +132.4% | +30.1% | +102.2% | +151.9% |
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