+703.0%
FMBH vs SPY
+806.8%
-103.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.4% | -2.7% | +3.1% | +1.3% |
| 30D | +3.6% | -5.4% | +9.0% | +5.3% |
| 3M | -2.0% | -4.1% | +2.1% | -0.8% |
| 6M | +17.4% | +0.7% | +16.7% | +17.0% |
| YTD | +32.0% | +8.7% | +23.3% | +28.4% |
| 1Y | +41.8% | +10.9% | +30.9% | +37.1% |
| 3Y | +82.2% | +75.0% | +7.2% | +55.0% |
| 5Y | +27.9% | +67.8% | -39.9% | +9.7% |
| 10Y | +138.6% | +312.9% | -174.3% | +80.2% |
| All | +703.0% | +806.8% | -103.7% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling