-96.5%
OMH vs SPY
+18.1%
-114.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.9% |
| 7D | -24.5% | -0.8% | -23.7% | -23.8% |
| 30D | -55.0% | -1.1% | -53.9% | -54.6% |
| 3M | -93.7% | +3.9% | -97.6% | -93.9% |
| 6M | -96.0% | +13.6% | -109.6% | -96.3% |
| YTD | -94.7% | +12.7% | -107.3% | -95.0% |
| 1Y | -96.5% | +17.5% | -114.0% | -96.6% |
| All | -96.5% | +18.1% | -114.6% | -96.6% |
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