+23.7%
HMOP vs SPY
+230.1%
-206.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | -1.5% | +2.0% | -3.5% | -1.6% |
| 6M | -1.5% | +13.0% | -14.5% | -2.1% |
| YTD | +0.1% | +13.5% | -13.5% | -0.6% |
| 1Y | +3.2% | +20.0% | -16.8% | +2.3% |
| 3Y | +12.6% | +77.2% | -64.6% | +9.2% |
| 5Y | +5.1% | +81.9% | -76.8% | +1.6% |
| All | +23.7% | +230.1% | -206.4% | +14.1% |
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