-74.9%
OMH vs SPY
+14.6%
-89.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +432.5% | +1.7% | +430.9% | +424.0% |
| 7D | +425.3% | -0.7% | +426.0% | +429.1% |
| 30D | +473.8% | -1.0% | +474.8% | +479.8% |
| 3M | +182.7% | -0.3% | +183.1% | +182.7% |
| 6M | -68.9% | +7.3% | -76.2% | -70.1% |
| YTD | -61.5% | +13.3% | -74.8% | -63.3% |
| 1Y | -74.9% | +14.8% | -89.7% | -76.3% |
| All | -74.9% | +14.6% | -89.6% | -76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling