+505.1%
MHO vs SPY
+311.3%
+193.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -2.6% |
| 7D | -1.9% | +0.5% | -2.4% | -2.6% |
| 30D | -5.7% | -0.9% | -4.8% | -4.5% |
| 3M | +5.7% | +3.9% | +1.8% | +0.2% |
| 6M | +5.7% | +14.5% | -8.9% | -12.1% |
| YTD | +12.0% | +12.9% | -0.9% | -5.3% |
| 1Y | -8.9% | +19.4% | -28.2% | -28.8% |
| 3Y | +52.8% | +78.5% | -25.7% | -33.0% |
| 5Y | +126.0% | +81.8% | +44.2% | -2.1% |
| 10Y | +505.1% | +311.5% | +193.6% | -4.5% |
| All | +505.1% | +311.3% | +193.8% | -4.5% |
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