+576.6%
SPMO vs HRB
+97.1%
+479.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.4% |
| 7D | +3.4% | -9.1% | +12.4% | +4.7% |
| 30D | +0.5% | +0.3% | +0.3% | +0.2% |
| 3M | +1.9% | +23.4% | -21.5% | -2.0% |
| 6M | +27.8% | +45.1% | -17.3% | +18.8% |
| YTD | +26.7% | +8.9% | +17.8% | +23.5% |
| 1Y | +28.9% | -7.9% | +36.8% | +29.2% |
| 3Y | +160.7% | +27.9% | +132.7% | +141.9% |
| 5Y | +150.2% | +108.3% | +41.9% | +108.7% |
| 10Y | +517.5% | +208.4% | +309.1% | +367.1% |
| All | +576.6% | +97.1% | +479.5% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling