+362.7%
MHF vs SPY
+3,091.8%
-2,729.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | -0.6% | +2.0% | -2.6% | -0.8% |
| 6M | +0.2% | +13.0% | -12.8% | -1.3% |
| YTD | +2.1% | +13.5% | -11.5% | +0.4% |
| 1Y | +2.0% | +20.0% | -18.0% | -0.4% |
| 3Y | +26.6% | +77.2% | -50.6% | +17.7% |
| 5Y | +5.0% | +81.9% | -76.8% | -3.0% |
| 10Y | +31.6% | +314.1% | -282.4% | +10.4% |
| All | +362.7% | +3,091.8% | -2,729.1% | +216.2% |
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 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