+243.0%
HD vs SPMO
+572.4%
-329.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | -0.1% |
| 7D | -2.1% | +2.0% | -4.1% | -3.3% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | +4.3% | -1.9% | +6.2% | +3.8% |
| 6M | -11.1% | +25.0% | -36.2% | -26.0% |
| YTD | -4.7% | +26.0% | -30.7% | -21.3% |
| 1Y | -19.8% | +28.7% | -48.5% | -35.1% |
| 3Y | +4.1% | +160.9% | -156.8% | -52.8% |
| 5Y | +10.3% | +147.9% | -137.6% | -48.1% |
| 10Y | +203.2% | +518.9% | -315.8% | -19.2% |
| All | +243.0% | +572.4% | -329.5% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling