+10.7%
ASHS vs SPY
+304.1%
-293.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.0% | -0.6% | +5.6% | +5.2% |
| 30D | -7.4% | -3.7% | -3.7% | -5.5% |
| 3M | -16.4% | -2.7% | -13.7% | -15.2% |
| 6M | -21.0% | +2.2% | -23.2% | -21.8% |
| YTD | -5.7% | +10.8% | -16.5% | -10.4% |
| 1Y | -2.3% | +11.2% | -13.5% | -7.4% |
| 3Y | +34.1% | +76.5% | -42.4% | -1.1% |
| 5Y | -5.4% | +72.9% | -78.3% | -30.2% |
| 10Y | +10.7% | +304.8% | -294.2% | -49.8% |
| All | +10.7% | +304.1% | -293.5% | -49.8% |
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