+1,374.8%
MHH vs SPY
+1,139.1%
+235.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -5.3% | +0.1% | -5.4% | -5.4% |
| 3M | +12.5% | +2.0% | +10.5% | +11.2% |
| 6M | +16.0% | +13.0% | +3.0% | +7.5% |
| YTD | +6.7% | +13.5% | -6.8% | -1.6% |
| 1Y | -5.8% | +20.0% | -25.8% | -16.2% |
| 3Y | -30.4% | +77.2% | -107.6% | -51.4% |
| 5Y | -58.3% | +81.9% | -140.2% | -71.8% |
| 10Y | +93.0% | +314.1% | -221.1% | -12.7% |
| All | +1,374.8% | +1,139.1% | +235.7% | +275.9% |
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 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