+51.8%
HMC vs SPY
+308.5%
-256.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -7.5% | +3.3% | -10.8% | -9.9% |
| 30D | +0.6% | -2.7% | +3.3% | +2.4% |
| 3M | +7.1% | -1.7% | +8.8% | +8.1% |
| 6M | +39.1% | +3.1% | +36.0% | +35.1% |
| YTD | +13.7% | +11.9% | +1.8% | +3.6% |
| 1Y | +11.6% | +12.0% | -0.4% | +1.7% |
| 3Y | +13.4% | +78.2% | -64.8% | -29.0% |
| 5Y | +32.1% | +73.2% | -41.1% | -16.0% |
| All | +51.8% | +308.5% | -256.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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