-57.8%
MHH vs SPY
+81.0%
-138.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +2.4% | -0.4% | +2.7% | +2.6% |
| 30D | -4.1% | -1.4% | -2.8% | -3.4% |
| 3M | +16.5% | +3.7% | +12.8% | +14.2% |
| 6M | +12.5% | +13.0% | -0.5% | +5.4% |
| YTD | +6.0% | +12.4% | -6.4% | -0.6% |
| 1Y | -5.6% | +18.5% | -24.1% | -14.2% |
| 3Y | -31.8% | +77.6% | -109.4% | -48.1% |
| 5Y | -57.8% | +81.7% | -139.5% | -68.6% |
| All | -57.8% | +81.0% | -138.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling