+247.2%
HD vs SPYM
+310.0%
-62.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.4% |
| 7D | +5.2% | -0.6% | +5.8% | +5.7% |
| 30D | +20.7% | -3.7% | +24.4% | +24.8% |
| 3M | +0.8% | -2.7% | +3.5% | +3.2% |
| 6M | +12.2% | +2.2% | +10.0% | +9.4% |
| YTD | +4.2% | +10.9% | -6.7% | -6.0% |
| 1Y | -2.6% | +11.3% | -13.9% | -12.4% |
| 3Y | +30.0% | +76.8% | -46.8% | -26.8% |
| 5Y | +8.1% | +73.5% | -65.4% | -38.0% |
| 10Y | +247.2% | +307.9% | -60.8% | -6.9% |
| All | +247.2% | +310.0% | -62.8% | -6.9% |
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