+268.1%
JHML vs SPY
+308.5%
-40.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +3.2% | +3.3% | -0.1% | 0.0% |
| 30D | -0.6% | -2.7% | +2.1% | +2.0% |
| 3M | -1.5% | -1.7% | +0.2% | +0.1% |
| 6M | +4.8% | +3.1% | +1.7% | +1.6% |
| YTD | +13.8% | +11.9% | +1.9% | +1.9% |
| 1Y | +14.5% | +12.0% | +2.5% | +2.3% |
| 3Y | +73.6% | +78.2% | -4.6% | -2.2% |
| 5Y | +63.2% | +73.2% | -10.1% | -5.6% |
| All | +268.1% | +308.5% | -40.4% | -10.2% |
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