+545.8%
HMY vs SPY
+307.0%
+238.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -12.1% | +2.6% | -14.7% | -13.3% |
| 30D | -7.4% | -2.0% | -5.4% | -6.3% |
| 3M | -19.4% | -2.8% | -16.7% | -18.1% |
| 6M | -11.6% | +2.1% | -13.7% | -12.1% |
| YTD | -20.5% | +11.5% | -32.0% | -24.0% |
| 1Y | -11.4% | +13.5% | -24.8% | -15.8% |
| 3Y | +241.6% | +77.7% | +163.9% | +164.1% |
| 5Y | +304.7% | +72.6% | +232.1% | +209.9% |
| All | +545.8% | +307.0% | +238.8% | +407.3% |
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