+31.7%
HD vs SPMO
+128.1%
-96.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | -1.2% | +1.8% | -3.0% | -1.7% |
| 30D | +20.9% | -10.0% | +30.9% | +24.0% |
| 3M | -0.2% | -9.4% | +9.2% | +2.0% |
| 6M | +14.5% | -7.7% | +22.2% | +15.1% |
| YTD | +4.3% | +13.3% | -9.0% | -3.9% |
| 1Y | -3.5% | +12.7% | -16.2% | -10.9% |
| All | +31.7% | +128.1% | -96.4% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling