+1,139.2%
MHH vs SPY
+1,121.1%
+18.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.7% | +3.3% | -5.0% | -3.7% |
| 30D | -3.7% | -2.7% | -1.0% | -2.3% |
| 3M | -18.9% | -1.7% | -17.2% | -18.2% |
| 6M | -12.8% | +3.1% | -15.9% | -14.7% |
| YTD | -10.3% | +11.9% | -22.2% | -16.7% |
| 1Y | -15.3% | +12.0% | -27.3% | -21.5% |
| 3Y | -33.2% | +78.2% | -111.4% | -53.5% |
| 5Y | -68.2% | +73.2% | -141.4% | -77.8% |
| 10Y | +80.7% | +309.6% | -229.0% | -17.8% |
| All | +1,139.2% | +1,121.1% | +18.2% | +218.0% |
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