-97.6%
OMH vs SPY
+97.6%
-195.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.6% |
| 7D | -32.1% | +2.6% | -34.7% | -30.5% |
| 30D | +80.5% | -2.0% | +82.5% | +58.8% |
| 3M | +5.3% | -2.8% | +8.0% | -9.1% |
| 6M | -88.8% | +2.1% | -90.9% | -89.0% |
| YTD | -87.6% | +11.5% | -99.1% | -84.2% |
| 1Y | -91.6% | +13.5% | -105.0% | -88.7% |
| 3Y | -94.3% | +77.7% | -172.0% | -89.8% |
| All | -97.6% | +97.6% | -195.2% | -95.5% |
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