+493.4%
HMY vs SPY
+318.9%
+174.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -2.7% | -2.0% | -0.8% | -1.7% |
| 30D | +3.5% | -1.7% | +5.1% | +4.5% |
| 3M | +40.0% | +4.7% | +35.3% | +37.0% |
| 6M | +8.6% | +12.5% | -3.9% | +3.2% |
| YTD | +3.4% | +11.7% | -8.3% | -1.3% |
| 1Y | +33.2% | +17.5% | +15.7% | +24.5% |
| 3Y | +412.4% | +76.6% | +335.8% | +295.6% |
| 5Y | +588.1% | +82.0% | +506.1% | +415.1% |
| All | +493.4% | +318.9% | +174.5% | +288.4% |
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