+28.3%
ASHS vs SPY
+78.1%
-49.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -2.9% | +2.6% | -5.5% | -4.0% |
| 30D | -6.1% | -2.0% | -4.2% | -5.3% |
| 3M | -18.5% | -2.8% | -15.7% | -17.4% |
| 6M | -25.7% | +2.1% | -27.8% | -26.3% |
| YTD | -8.7% | +11.5% | -20.2% | -12.5% |
| 1Y | -5.0% | +13.5% | -18.5% | -9.5% |
| 3Y | +28.3% | +77.7% | -49.4% | -2.7% |
| All | +28.3% | +78.1% | -49.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling