Stock and ETF performance explorer

HD vs SPYM

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	SPYM	Excess	Alpha
1D	-1.0%	-0.5%	-0.6%	N/A
7D	-1.8%	-0.4%	-1.5%	N/A
All	-1.8%	0.0%	-1.8%	N/A

Daily percentage return beside SPYM.

Portfolio return minus SPYM return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.