-40.8%
DFH vs SPY
+106.5%
-147.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.9% |
| 7D | +26.7% | -2.7% | +29.4% | +31.2% |
| 30D | +30.5% | -5.4% | +35.9% | +40.0% |
| 3M | -11.6% | -4.1% | -7.5% | -6.6% |
| 6M | -15.4% | +0.7% | -16.1% | -15.8% |
| YTD | -27.5% | +8.7% | -36.2% | -34.1% |
| 1Y | -33.8% | +10.9% | -44.7% | -41.2% |
| 3Y | -44.2% | +75.0% | -119.2% | -71.4% |
| 5Y | -23.6% | +67.8% | -91.4% | -58.6% |
| All | -40.8% | +106.5% | -147.3% | -72.0% |
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