+142.1%
JHMD vs SPY
+292.4%
-150.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -1.5% | -1.4% | -0.1% | -0.5% |
| 3M | +5.2% | +3.7% | +1.5% | +2.2% |
| 6M | +8.6% | +13.0% | -4.4% | -1.2% |
| YTD | +12.0% | +12.4% | -0.4% | +2.4% |
| 1Y | +18.8% | +18.5% | +0.2% | +4.2% |
| 3Y | +65.3% | +77.6% | -12.4% | +4.7% |
| 5Y | +54.0% | +81.7% | -27.7% | -5.0% |
| All | +142.1% | +292.4% | -150.4% | -14.0% |
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