+65.5%
ASHS vs SPY
+380.1%
-314.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +2.2% |
| 7D | +2.6% | -4.7% | +7.3% | +5.6% |
| 30D | -9.7% | -5.9% | -3.8% | -6.3% |
| 3M | -14.2% | -4.5% | -9.7% | -11.8% |
| 6M | -18.9% | +1.8% | -20.7% | -19.7% |
| YTD | -5.9% | +8.3% | -14.2% | -10.3% |
| 1Y | -0.7% | +9.3% | -10.1% | -6.0% |
| 3Y | +34.3% | +74.9% | -40.5% | -6.7% |
| 5Y | -4.8% | +67.3% | -72.1% | -32.9% |
| 10Y | +10.6% | +311.6% | -300.9% | -67.9% |
| All | +65.5% | +380.1% | -314.6% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling