-25.0%
HD vs SPMO
+24.6%
-49.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | -9.4% | -1.9% | -7.5% | -9.3% |
| 3M | -4.6% | -1.4% | -3.2% | -4.9% |
| 6M | -10.1% | +25.5% | -35.6% | -17.1% |
| YTD | -8.3% | +24.8% | -33.2% | -15.6% |
| 1Y | -25.0% | +24.5% | -49.5% | -31.7% |
| All | -25.0% | +24.6% | -49.7% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling