+86.3%
MHH vs SPY
+307.0%
-220.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -0.6% | +2.6% | -3.2% | -2.7% |
| 30D | -3.5% | -2.0% | -1.6% | -2.3% |
| 3M | -20.9% | -2.8% | -18.2% | -19.4% |
| 6M | -12.7% | +2.1% | -14.8% | -14.5% |
| YTD | -10.2% | +11.5% | -21.7% | -18.4% |
| 1Y | -11.9% | +13.5% | -25.4% | -21.4% |
| 3Y | -35.0% | +77.7% | -112.7% | -60.3% |
| 5Y | -68.1% | +72.6% | -140.7% | -80.4% |
| All | +86.3% | +307.0% | -220.7% | -48.7% |
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 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