-36.1%
MH vs SPY
+17.4%
-53.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | -18.6% | -2.7% | -15.9% | -16.8% |
| 30D | -17.1% | -5.4% | -11.7% | -14.6% |
| 3M | -6.0% | -4.1% | -1.9% | -3.4% |
| 6M | -7.3% | +0.7% | -8.0% | -6.7% |
| YTD | -34.2% | +8.7% | -42.9% | -38.0% |
| 1Y | -3.4% | +10.9% | -14.3% | -11.0% |
| All | -36.1% | +17.4% | -53.6% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling