+759.6%
HMN vs SPY
+3,091.8%
-2,332.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +12.6% | +2.0% | +10.6% | +9.7% |
| 6M | +18.7% | +13.0% | +5.7% | +4.0% |
| YTD | +12.1% | +13.5% | -1.5% | -2.5% |
| 1Y | +11.9% | +20.0% | -8.1% | -8.2% |
| 3Y | +94.4% | +77.2% | +17.2% | +4.3% |
| 5Y | +48.1% | +81.9% | -33.8% | -25.9% |
| 10Y | +92.9% | +314.1% | -221.1% | -60.5% |
| All | +759.6% | +3,091.8% | -2,332.2% | -59.6% |
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