+797.2%
HMN vs SPY
+3,045.4%
-2,248.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | -0.7% | +3.3% | -4.0% | -3.9% |
| 30D | +15.2% | -2.7% | +17.8% | +17.6% |
| 3M | +3.2% | -1.7% | +4.9% | +4.2% |
| 6M | +20.6% | +3.1% | +17.5% | +15.4% |
| YTD | +17.0% | +11.9% | +5.1% | +2.5% |
| 1Y | +19.7% | +12.0% | +7.7% | +4.6% |
| 3Y | +81.7% | +78.2% | +3.5% | -3.6% |
| 5Y | +53.7% | +73.2% | -19.5% | -19.5% |
| 10Y | +89.3% | +309.6% | -220.3% | -61.2% |
| All | +797.2% | +3,045.4% | -2,248.2% | -57.6% |
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