+248.1%
HD vs SPMO
+469.5%
-221.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +9.8% | -10.3% | -6.3% |
| 30D | +18.5% | -9.2% | +27.7% | +25.0% |
| 3M | +2.2% | -11.0% | +13.1% | +8.8% |
| 6M | +13.8% | -6.6% | +20.5% | +15.0% |
| YTD | +3.4% | +13.3% | -9.9% | -9.8% |
| 1Y | -3.5% | +12.7% | -16.2% | -15.6% |
| 3Y | +29.0% | +127.5% | -98.5% | -37.5% |
| 5Y | +6.1% | +117.4% | -111.3% | -46.9% |
| All | +248.1% | +469.5% | -221.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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