+5.2%
HD vs SPYM
+68.2%
-63.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.1% |
| 7D | +4.3% | -2.7% | +7.0% | +6.6% |
| 30D | +20.2% | -5.4% | +25.5% | +25.6% |
| 3M | -1.0% | -4.1% | +3.1% | +2.2% |
| 6M | +7.9% | +0.8% | +7.1% | +6.8% |
| YTD | +2.0% | +8.8% | -6.8% | -5.5% |
| 1Y | -4.3% | +11.0% | -15.3% | -12.8% |
| 3Y | +25.9% | +75.5% | -49.6% | -25.3% |
| All | +5.2% | +68.2% | -63.0% | -35.4% |
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