+452.4%
HMY vs SPY
+2,954.5%
-2,502.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +12.1% | +0.1% | +12.1% | +12.1% |
| 3M | +17.1% | +2.0% | +15.1% | +16.6% |
| 6M | +1.9% | +13.0% | -11.1% | -1.9% |
| YTD | +3.8% | +13.5% | -9.7% | -0.2% |
| 1Y | +47.5% | +20.0% | +27.5% | +39.3% |
| 3Y | +411.9% | +77.2% | +334.7% | +320.5% |
| 5Y | +516.1% | +81.9% | +434.2% | +398.9% |
| 10Y | +470.6% | +314.1% | +156.5% | +253.5% |
| All | +452.4% | +2,954.5% | -2,502.0% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling