+1,176.2%
SPYM vs HBM
+613.3%
+562.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +0.1% | -6.4% | +6.5% | +1.0% |
| 30D | +0.1% | +5.9% | -5.8% | -0.9% |
| 3M | +2.0% | -8.9% | +10.9% | +2.6% |
| 6M | +13.1% | +10.7% | +2.4% | +9.8% |
| YTD | +13.6% | +38.3% | -24.6% | +6.3% |
| 1Y | +20.1% | +121.3% | -101.3% | +4.4% |
| 3Y | +77.6% | +450.6% | -373.0% | +31.6% |
| 5Y | +82.5% | +338.0% | -255.4% | +34.5% |
| 10Y | +317.6% | +578.6% | -261.0% | +154.4% |
| All | +1,176.2% | +613.3% | +562.8% | +526.1% |
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