+332.9%
MHF vs SPY
+3,034.0%
-2,701.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -4.3% | +2.6% | -6.9% | -4.6% |
| 30D | +1.2% | -2.0% | +3.1% | +1.4% |
| 3M | -8.0% | -2.8% | -5.2% | -7.7% |
| 6M | -7.3% | +2.1% | -9.5% | -7.6% |
| YTD | -4.5% | +11.5% | -16.0% | -5.8% |
| 1Y | -5.6% | +13.5% | -19.1% | -7.1% |
| 3Y | +18.7% | +77.7% | -59.0% | +10.4% |
| 5Y | -4.1% | +72.6% | -76.7% | -10.9% |
| 10Y | +33.5% | +308.2% | -274.6% | +12.2% |
| All | +332.9% | +3,034.0% | -2,701.1% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling