-32.8%
DFH vs SPY
+14.6%
-47.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +1.7% | +25.2% | +24.2% |
| 7D | +31.8% | -0.7% | +32.5% | +33.2% |
| 30D | +29.7% | -1.0% | +30.7% | +31.8% |
| 3M | -10.4% | -0.3% | -10.0% | -9.6% |
| 6M | -8.8% | +7.3% | -16.1% | -17.2% |
| YTD | -25.1% | +13.3% | -38.4% | -37.5% |
| 1Y | -32.8% | +14.8% | -47.6% | -44.9% |
| All | -32.8% | +14.6% | -47.5% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling