+5.2%
JHMB vs SPY
+85.8%
-80.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -1.6% | -1.1% | -0.5% | -1.6% |
| 3M | -1.9% | +3.9% | -5.8% | -2.0% |
| 6M | -1.9% | +13.6% | -15.5% | -2.1% |
| YTD | -1.3% | +12.7% | -13.9% | -1.5% |
| 1Y | 0.0% | +17.5% | -17.6% | -0.4% |
| 3Y | +15.9% | +76.9% | -61.0% | +14.5% |
| 5Y | +5.1% | +83.6% | -78.5% | +3.6% |
| All | +5.2% | +85.8% | -80.5% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling