+203.4%
HD vs SPMO
+514.3%
-311.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.3% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -13.1% | -0.7% | -12.4% | -12.9% |
| 3M | -3.4% | +2.8% | -6.3% | -6.9% |
| 6M | -12.6% | +24.4% | -37.0% | -27.2% |
| YTD | -9.2% | +24.2% | -33.4% | -24.5% |
| 1Y | -23.9% | +24.5% | -48.4% | -37.2% |
| 3Y | +0.4% | +155.6% | -155.1% | -54.5% |
| 5Y | +4.5% | +148.2% | -143.7% | -51.8% |
| All | +203.4% | +514.3% | -311.0% | -18.9% |
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