+1,967.4%
MHO vs SPY
+2,816.1%
-848.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.5% |
| 7D | -5.6% | -0.8% | -4.9% | -4.7% |
| 30D | -7.4% | -1.1% | -6.3% | -6.1% |
| 3M | -1.5% | +3.9% | -5.3% | -6.2% |
| 6M | +7.7% | +13.6% | -5.9% | -8.1% |
| YTD | +9.3% | +12.7% | -3.3% | -6.0% |
| 1Y | -10.9% | +17.5% | -28.4% | -27.4% |
| 3Y | +48.6% | +76.9% | -28.4% | -27.9% |
| 5Y | +126.3% | +83.6% | +42.7% | +7.0% |
| 10Y | +516.5% | +320.7% | +195.8% | +16.1% |
| All | +1,967.4% | +2,816.1% | -848.6% | -7.7% |
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