+907.4%
HMC vs SPY
+3,056.6%
-2,149.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -5.4% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | +2.1% | -2.4% | +4.5% | +3.6% |
| 3M | +5.2% | -1.2% | +6.4% | +5.7% |
| 6M | +39.1% | +3.3% | +35.8% | +35.1% |
| YTD | +13.1% | +12.3% | +0.8% | +3.1% |
| 1Y | +12.3% | +12.4% | -0.2% | +2.3% |
| 3Y | +12.8% | +78.8% | -66.1% | -28.6% |
| 5Y | +33.5% | +75.2% | -41.7% | -14.9% |
| 10Y | +52.5% | +311.1% | -258.6% | -50.3% |
| All | +907.4% | +3,056.6% | -2,149.2% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling