+30.1%
MHF vs SPY
+318.9%
-288.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -2.5% | -2.0% | -0.5% | -2.1% |
| 30D | -5.0% | -1.7% | -3.3% | -4.7% |
| 3M | -4.3% | +4.7% | -9.1% | -5.2% |
| 6M | -2.8% | +12.5% | -15.3% | -5.1% |
| YTD | -0.6% | +11.7% | -12.4% | -3.0% |
| 1Y | -5.6% | +17.5% | -23.1% | -8.8% |
| 3Y | +24.2% | +76.6% | -52.4% | +9.9% |
| 5Y | +2.2% | +82.0% | -79.8% | -10.6% |
| All | +30.1% | +318.9% | -288.8% | -0.9% |
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