+96.6%
JHEM vs SPY
+197.0%
-100.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +2.5% | +0.5% | +2.0% | +2.1% |
| 30D | +4.3% | -0.9% | +5.3% | +5.1% |
| 3M | +5.0% | +3.9% | +1.1% | +2.1% |
| 6M | +19.0% | +14.5% | +4.4% | +7.7% |
| YTD | +25.3% | +12.9% | +12.4% | +14.7% |
| 1Y | +37.1% | +19.4% | +17.7% | +20.4% |
| 3Y | +82.7% | +78.5% | +4.3% | +16.6% |
| 5Y | +53.2% | +81.8% | -28.6% | -4.7% |
| All | +96.6% | +197.0% | -100.3% | -19.7% |
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