-25.0%
MH vs SPY
+22.0%
-47.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -1.3% | +0.5% | -1.9% | -1.5% |
| 30D | +9.9% | -0.9% | +10.9% | +10.3% |
| 3M | +7.1% | +3.9% | +3.2% | +5.9% |
| 6M | -10.1% | +14.5% | -24.7% | -18.0% |
| YTD | -22.7% | +12.9% | -35.6% | -29.0% |
| 1Y | -15.2% | +19.4% | -34.6% | -27.9% |
| All | -25.0% | +22.0% | -47.0% | -37.8% |
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 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