+150.5%
SPMO vs HRB
+114.1%
+36.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.9% | -8.0% | +7.1% | -0.4% |
| 30D | -1.9% | -16.0% | +14.0% | -0.8% |
| 3M | -1.4% | +26.9% | -28.2% | -3.9% |
| 6M | +25.5% | +51.1% | -25.6% | +19.0% |
| YTD | +24.8% | +7.1% | +17.8% | +24.8% |
| 1Y | +24.5% | -9.6% | +34.1% | +27.9% |
| 3Y | +157.1% | +25.4% | +131.7% | +141.8% |
| All | +150.5% | +114.1% | +36.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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