-13.0%
MHD vs SPY
+81.8%
-94.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | -2.0% | +3.9% | -5.9% | -2.9% |
| 6M | -2.6% | +14.5% | -17.2% | -5.5% |
| YTD | -0.7% | +12.9% | -13.6% | -3.4% |
| 1Y | +3.6% | +19.4% | -15.7% | -0.4% |
| 3Y | +19.7% | +78.5% | -58.7% | +4.7% |
| 5Y | -13.0% | +81.8% | -94.7% | -25.2% |
| All | -13.0% | +81.8% | -94.7% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling