+43.9%
FMBH vs SPY
+81.8%
-37.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | +2.2% | +0.5% | +1.6% | +1.8% |
| 30D | -0.1% | -0.9% | +0.9% | +0.6% |
| 3M | +13.5% | +3.9% | +9.6% | +10.0% |
| 6M | +28.1% | +14.5% | +13.5% | +15.0% |
| YTD | +32.6% | +12.9% | +19.7% | +20.4% |
| 1Y | +28.3% | +19.4% | +8.9% | +11.5% |
| 3Y | +100.1% | +78.5% | +21.6% | +29.8% |
| 5Y | +43.9% | +81.8% | -37.8% | -9.1% |
| All | +43.9% | +81.8% | -37.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling