+932.5%
HOMB vs SPY
+785.6%
+146.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.1% | -0.4% | +0.4% | +0.4% |
| 30D | -2.7% | -1.4% | -1.3% | -1.3% |
| 3M | +9.3% | +3.7% | +5.6% | +4.7% |
| 6M | +12.0% | +13.0% | -1.0% | -2.4% |
| YTD | +9.4% | +12.4% | -3.0% | -4.1% |
| 1Y | +4.8% | +18.5% | -13.7% | -13.3% |
| 3Y | +47.3% | +77.6% | -30.3% | -21.3% |
| 5Y | +59.7% | +81.7% | -22.0% | -17.3% |
| 10Y | +69.8% | +319.7% | -249.9% | -61.2% |
| All | +932.5% | +785.6% | +146.9% | +26.4% |
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 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