-76.0%
HMR vs SPY
+27.1%
-103.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.9% | +14.5% | +15.0% |
| 7D | +7.5% | -0.8% | +8.3% | +7.9% |
| 30D | +8.3% | -1.1% | +9.4% | +8.8% |
| 3M | -2.1% | +3.9% | -5.9% | -3.4% |
| 6M | +49.7% | +13.6% | +36.1% | +44.1% |
| YTD | +82.6% | +12.7% | +70.0% | +76.0% |
| 1Y | +24.9% | +17.5% | +7.4% | +19.3% |
| All | -76.0% | +27.1% | -103.1% | -90.1% |
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 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