+543.7%
MHO vs SPY
+315.0%
+228.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | -0.1% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +6.1% | -3.3% | +9.4% | +10.5% |
| 3M | -10.8% | -2.4% | -8.4% | -8.2% |
| 6M | +2.8% | +2.6% | +0.2% | -1.4% |
| YTD | +6.0% | +11.2% | -5.3% | -9.0% |
| 1Y | +5.9% | +13.4% | -7.5% | -11.5% |
| 3Y | +44.4% | +79.9% | -35.5% | -38.0% |
| 5Y | +123.5% | +72.2% | +51.3% | +4.1% |
| 10Y | +543.7% | +307.3% | +236.4% | +0.9% |
| All | +543.7% | +315.0% | +228.7% | +0.9% |
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