+6.2%
HD vs SPMO
+149.2%
-143.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | +2.7% | -4.5% | -3.0% |
| 30D | -10.8% | +1.1% | -11.9% | -11.4% |
| 3M | -2.7% | +2.0% | -4.7% | -4.8% |
| 6M | -10.3% | +26.5% | -36.8% | -22.8% |
| YTD | -7.8% | +26.5% | -34.3% | -20.9% |
| 1Y | -23.1% | +27.9% | -51.1% | -34.7% |
| 3Y | +2.0% | +160.4% | -158.4% | -48.9% |
| 5Y | +6.2% | +151.5% | -145.3% | -45.3% |
| All | +6.2% | +149.2% | -143.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling