-36.7%
MH vs SPY
+19.8%
-56.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | -11.9% | -0.6% | -11.3% | -11.0% |
| 30D | -19.5% | -3.7% | -15.8% | -17.9% |
| 3M | -7.4% | -2.7% | -4.7% | -5.8% |
| 6M | -8.5% | +2.2% | -10.7% | -8.6% |
| YTD | -34.8% | +10.8% | -45.6% | -39.3% |
| 1Y | -2.6% | +11.2% | -13.9% | -9.8% |
| All | -36.7% | +19.8% | -56.5% | -46.8% |
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