-80.7%
HMR vs SPY
+26.2%
-106.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.3% |
| 7D | -11.5% | +3.3% | -14.8% | -13.1% |
| 30D | -39.8% | -2.7% | -37.1% | -38.8% |
| 3M | -12.9% | -1.7% | -11.1% | -11.8% |
| 6M | +34.8% | +3.1% | +31.7% | +34.4% |
| YTD | +46.9% | +11.9% | +35.0% | +42.6% |
| 1Y | -4.2% | +12.0% | -16.2% | -6.9% |
| All | -80.7% | +26.2% | -106.9% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling