+95.3%
MHH vs SPY
+318.9%
-223.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | +1.5% | -2.0% | +3.5% | +3.1% |
| 30D | -5.2% | -1.7% | -3.6% | -3.9% |
| 3M | +14.8% | +4.7% | +10.0% | +10.6% |
| 6M | +15.7% | +12.5% | +3.2% | +5.0% |
| YTD | +6.9% | +11.7% | -4.8% | -2.7% |
| 1Y | -2.9% | +17.5% | -20.3% | -15.5% |
| 3Y | -31.2% | +76.6% | -107.8% | -57.7% |
| 5Y | -56.8% | +82.0% | -138.8% | -74.8% |
| All | +95.3% | +318.9% | -223.6% | -38.9% |
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