-98.8%
OMH vs SPY
+100.1%
-198.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.5% | -12.0% | -14.2% |
| 7D | -24.9% | +0.5% | -25.5% | -23.8% |
| 30D | -47.9% | -0.9% | -47.0% | -48.8% |
| 3M | -91.4% | +3.9% | -95.2% | -90.4% |
| 6M | -95.5% | +14.5% | -110.1% | -93.2% |
| YTD | -93.8% | +12.9% | -106.7% | -91.2% |
| 1Y | -95.5% | +19.4% | -114.9% | -92.3% |
| 3Y | -97.0% | +78.5% | -175.4% | -93.8% |
| All | -98.8% | +100.1% | -198.9% | -97.5% |
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