+23.1%
HMOP vs SPY
+226.8%
-203.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -1.7% | -1.4% | -0.3% | -1.6% |
| 3M | -1.9% | +3.7% | -5.6% | -2.1% |
| 6M | -1.8% | +13.0% | -14.8% | -2.4% |
| YTD | -0.4% | +12.4% | -12.8% | -1.0% |
| 1Y | +1.7% | +18.5% | -16.9% | +0.8% |
| 3Y | +12.1% | +77.6% | -65.5% | +8.8% |
| 5Y | +4.5% | +81.7% | -77.1% | +1.1% |
| All | +23.1% | +226.8% | -203.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling