+576.6%
SPMO vs HBM
+433.8%
+142.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | -0.3% |
| 7D | +3.4% | +7.4% | -4.0% | +2.4% |
| 30D | +0.5% | +5.1% | -4.5% | -0.3% |
| 3M | +1.9% | +11.1% | -9.2% | +0.1% |
| 6M | +27.8% | +30.2% | -2.4% | +22.6% |
| YTD | +26.7% | +46.2% | -19.6% | +19.1% |
| 1Y | +28.9% | +120.0% | -91.2% | +14.8% |
| 3Y | +160.7% | +527.4% | -366.7% | +100.6% |
| 5Y | +150.2% | +400.4% | -250.2% | +92.0% |
| 10Y | +517.5% | +621.5% | -104.0% | +323.8% |
| All | +576.6% | +433.8% | +142.8% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling