+119.0%
FMBH vs SPY
+307.0%
-188.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +1.4% | +2.6% | -1.2% | -0.9% |
| 30D | +5.3% | -2.0% | +7.3% | +7.0% |
| 3M | -1.0% | -2.8% | +1.7% | +1.2% |
| 6M | +23.0% | +2.1% | +20.9% | +19.7% |
| YTD | +33.8% | +11.5% | +22.3% | +19.9% |
| 1Y | +41.2% | +13.5% | +27.7% | +24.3% |
| 3Y | +87.9% | +77.7% | +10.2% | +8.3% |
| 5Y | +30.4% | +72.6% | -42.2% | -23.6% |
| All | +119.0% | +307.0% | -188.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling