+148.2%
SPMO vs HBM
+336.0%
-187.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.5% | +5.7% | -0.4% |
| 7D | +0.1% | -3.7% | +3.8% | +0.7% |
| 30D | -0.7% | -3.7% | +3.0% | -0.2% |
| 3M | +2.8% | +8.0% | -5.2% | +0.7% |
| 6M | +24.4% | +15.8% | +8.7% | +19.7% |
| YTD | +24.2% | +34.4% | -10.2% | +15.5% |
| 1Y | +24.5% | +98.2% | -73.7% | +7.6% |
| 3Y | +155.6% | +476.6% | -321.0% | +77.6% |
| 5Y | +148.2% | +331.1% | -182.9% | +75.7% |
| All | +148.2% | +336.0% | -187.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling