+11.4%
ASHS vs SPY
+315.0%
-303.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.1% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -6.7% | -3.3% | -3.4% | -5.1% |
| 3M | -16.0% | -2.4% | -13.6% | -14.9% |
| 6M | -20.5% | +2.6% | -23.0% | -21.4% |
| YTD | -5.0% | +11.2% | -16.2% | -9.9% |
| 1Y | -1.2% | +13.4% | -14.6% | -7.3% |
| 3Y | +35.0% | +79.9% | -44.9% | -1.5% |
| 5Y | -5.0% | +72.2% | -77.1% | -29.7% |
| 10Y | +11.4% | +307.3% | -295.9% | -49.9% |
| All | +11.4% | +315.0% | -303.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling