+600.0%
HMY vs SPY
+81.0%
+519.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.2% |
| 7D | +6.9% | -0.4% | +7.3% | +7.3% |
| 30D | +4.5% | -1.4% | +5.9% | +5.7% |
| 3M | +38.5% | +3.7% | +34.8% | +35.2% |
| 6M | +11.6% | +13.0% | -1.4% | +3.5% |
| YTD | +6.5% | +12.4% | -5.9% | -0.7% |
| 1Y | +44.0% | +18.5% | +25.5% | +30.5% |
| 3Y | +427.8% | +77.6% | +350.2% | +267.3% |
| 5Y | +600.0% | +81.7% | +518.3% | +336.5% |
| All | +600.0% | +81.0% | +519.0% | +336.5% |
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