+823.3%
SPYM vs HRB
+308.1%
+515.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.8% |
| 7D | +0.6% | -9.1% | +9.6% | +2.6% |
| 30D | -0.9% | +0.3% | -1.2% | -1.4% |
| 3M | +3.9% | +23.4% | -19.5% | -1.6% |
| 6M | +14.5% | +45.1% | -30.6% | +3.5% |
| YTD | +13.0% | +8.9% | +4.1% | +8.5% |
| 1Y | +19.4% | -7.9% | +27.3% | +18.8% |
| 3Y | +78.9% | +27.9% | +50.9% | +61.7% |
| 5Y | +82.3% | +108.3% | -26.0% | +43.7% |
| 10Y | +314.7% | +208.4% | +106.3% | +176.6% |
| All | +823.3% | +308.1% | +515.2% | +413.3% |
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