-34.1%
DFH vs SPY
+115.7%
-149.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -6.9% | +0.1% | -6.9% | -6.8% |
| 3M | -3.8% | +2.0% | -5.8% | -6.2% |
| 6M | -21.5% | +13.0% | -34.5% | -32.0% |
| YTD | -19.3% | +13.5% | -32.8% | -30.6% |
| 1Y | -51.9% | +20.0% | -71.9% | -61.4% |
| 3Y | -53.8% | +77.2% | -131.0% | -76.7% |
| 5Y | -33.7% | +81.9% | -115.6% | -67.1% |
| All | -34.1% | +115.7% | -149.9% | -70.5% |
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