-36.1%
HMH vs SPY
+15.9%
-52.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +12.6% | +2.6% | +10.0% | +10.8% |
| 30D | -33.2% | -2.0% | -31.2% | -31.7% |
| 3M | -38.0% | -2.8% | -35.2% | -37.0% |
| 6M | -41.3% | +2.1% | -43.5% | -37.2% |
| All | -36.1% | +15.9% | -52.0% | -6.4% |
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