0.0%
HMR vs SPY
+9.8%
-9.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.4% | -4.0% | -3.6% |
| 7D | -27.0% | -4.7% | -22.2% | -22.5% |
| 30D | -24.6% | -5.9% | -18.7% | -19.2% |
| 3M | +10.2% | -4.5% | +14.7% | +16.6% |
| 6M | +64.6% | +1.8% | +62.8% | +68.8% |
| YTD | +66.0% | +8.3% | +57.7% | +64.0% |
| 1Y | 0.0% | +9.3% | -9.3% | 0.0% |
| All | 0.0% | +9.8% | -9.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling