+14.2%
HRMY vs SPY
+146.7%
-132.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +7.8% | +0.1% | +7.6% | +7.6% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | +28.2% | +2.0% | +26.2% | +25.8% |
| 6M | +48.0% | +13.0% | +35.0% | +33.3% |
| YTD | +12.9% | +13.5% | -0.6% | +1.2% |
| 1Y | +16.4% | +20.0% | -3.6% | -0.5% |
| 3Y | +17.1% | +77.2% | -60.1% | -29.2% |
| 5Y | +16.9% | +81.9% | -65.0% | -29.8% |
| All | +14.2% | +146.7% | -132.5% | -50.8% |
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