+58.0%
HMN vs SPY
+72.2%
-14.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +13.1% | -0.6% | +13.7% | +13.2% |
| 30D | +17.8% | -3.7% | +21.5% | +19.3% |
| 3M | +2.4% | -2.7% | +5.1% | +3.2% |
| 6M | +22.4% | +2.2% | +20.2% | +20.8% |
| YTD | +19.0% | +10.8% | +8.2% | +13.3% |
| 1Y | +21.4% | +11.2% | +10.1% | +15.3% |
| 3Y | +84.8% | +76.5% | +8.3% | +42.5% |
| 5Y | +58.0% | +72.9% | -14.9% | +20.7% |
| All | +58.0% | +72.2% | -14.2% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling