+1,844.9%
MHO vs SPY
+2,712.4%
-867.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.4% |
| 7D | +2.6% | -2.7% | +5.3% | +6.0% |
| 30D | +1.8% | -5.4% | +7.2% | +8.6% |
| 3M | -10.4% | -4.1% | -6.3% | -5.9% |
| 6M | -0.1% | +0.7% | -0.8% | -1.6% |
| YTD | +2.9% | +8.7% | -5.8% | -7.9% |
| 1Y | +3.7% | +10.9% | -7.1% | -9.4% |
| 3Y | +40.9% | +75.0% | -34.1% | -31.1% |
| 5Y | +121.1% | +67.8% | +53.3% | +16.4% |
| 10Y | +515.0% | +312.9% | +202.1% | +18.0% |
| All | +1,844.9% | +2,712.4% | -867.5% | -9.5% |
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 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