+1,152.8%
SPYM vs HBM
+456.2%
+696.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.6% | +2.2% | +0.3% | +2.2% |
| 30D | -2.0% | -11.8% | +9.8% | -0.4% |
| 3M | -2.8% | -19.2% | +16.4% | -0.2% |
| 6M | +2.2% | -22.9% | +25.0% | +4.6% |
| YTD | +11.5% | +7.8% | +3.7% | +7.7% |
| 1Y | +13.5% | +34.9% | -21.4% | +6.0% |
| 3Y | +78.0% | +422.2% | -344.2% | +32.8% |
| 5Y | +73.1% | +192.8% | -119.7% | +35.0% |
| 10Y | +310.9% | +281.1% | +29.7% | +171.0% |
| All | +1,152.8% | +456.2% | +696.7% | +534.7% |
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 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