+275.3%
HD vs SPMO
+504.7%
-229.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -2.2% |
| 7D | -1.2% | +1.8% | -3.0% | -2.6% |
| 30D | +20.9% | -10.0% | +30.9% | +28.2% |
| 3M | -0.2% | -9.4% | +9.2% | +5.0% |
| 6M | +14.5% | -7.7% | +22.2% | +16.6% |
| YTD | +4.3% | +13.3% | -9.0% | -8.7% |
| 1Y | -3.5% | +12.7% | -16.2% | -15.4% |
| 3Y | +30.1% | +127.5% | -97.4% | -35.9% |
| 5Y | +8.5% | +119.7% | -111.2% | -45.3% |
| 10Y | +245.3% | +469.5% | -224.2% | -3.1% |
| All | +275.3% | +504.7% | -229.4% | +4.2% |
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