+210.2%
HD vs SPYM
+316.7%
-106.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -1.8% | -0.4% | -1.5% | -1.5% |
| 30D | -10.8% | -1.4% | -9.5% | -9.7% |
| 3M | -2.7% | +3.7% | -6.4% | -6.0% |
| 6M | -10.3% | +13.0% | -23.3% | -20.2% |
| YTD | -7.8% | +12.5% | -20.3% | -17.7% |
| 1Y | -23.1% | +18.6% | -41.8% | -35.0% |
| 3Y | +2.0% | +78.0% | -76.0% | -42.7% |
| 5Y | +6.2% | +82.3% | -76.1% | -41.9% |
| 10Y | +210.2% | +322.9% | -112.7% | -23.9% |
| All | +210.2% | +316.7% | -106.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling