+2.5%
ASHS vs SPY
+82.0%
-79.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | -5.9% | +2.0% | -7.8% | -6.5% |
| 6M | -3.3% | +13.0% | -16.4% | -7.5% |
| YTD | +8.4% | +13.5% | -5.1% | +3.6% |
| 1Y | +23.8% | +20.0% | +3.9% | +16.2% |
| 3Y | +48.0% | +77.2% | -29.2% | +20.8% |
| All | +2.5% | +82.0% | -79.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling