+272.5%
HD vs SPMO
+495.2%
-222.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | +1.5% | +6.3% | -4.8% | -2.4% |
| 30D | +18.0% | -8.9% | +26.9% | +24.1% |
| 3M | +2.8% | -13.2% | +16.0% | +11.2% |
| 6M | +17.0% | -9.3% | +26.2% | +20.5% |
| YTD | +3.5% | +11.6% | -8.0% | -8.5% |
| 1Y | -2.6% | +13.4% | -16.0% | -15.1% |
| 3Y | +30.7% | +122.9% | -92.2% | -34.7% |
| 5Y | +6.2% | +113.9% | -107.7% | -45.4% |
| 10Y | +242.7% | +460.5% | -217.8% | -2.9% |
| All | +272.5% | +495.2% | -222.7% | +4.4% |
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