+1,179.0%
HD vs SPYM
+829.4%
+349.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +4.3% | +2.0% | +2.3% | +2.3% |
| 6M | -11.1% | +13.1% | -24.2% | -20.5% |
| YTD | -4.7% | +13.6% | -18.3% | -15.2% |
| 1Y | -19.8% | +20.1% | -39.9% | -32.3% |
| 3Y | +4.1% | +77.6% | -73.5% | -39.2% |
| 5Y | +10.3% | +82.5% | -72.2% | -37.3% |
| 10Y | +203.2% | +317.6% | -114.4% | -17.1% |
| All | +1,179.0% | +829.4% | +349.6% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling