+7.4%
HD vs SPYM
+82.4%
-75.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.7% |
| 30D | -11.1% | -0.9% | -10.2% | -10.4% |
| 3M | +2.0% | +3.9% | -1.9% | -1.2% |
| 6M | -10.5% | +14.5% | -25.0% | -20.2% |
| YTD | -6.9% | +13.0% | -19.8% | -16.1% |
| 1Y | -23.2% | +19.4% | -42.6% | -34.2% |
| 3Y | +3.1% | +78.9% | -75.8% | -39.4% |
| 5Y | +7.4% | +82.3% | -74.9% | -38.1% |
| All | +7.4% | +82.4% | -75.0% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling