-55.8%
DH vs SPY
+14.6%
-70.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +3.1% |
| 7D | +7.9% | -0.7% | +8.6% | +8.8% |
| 30D | +24.7% | -1.0% | +25.8% | +26.3% |
| 3M | +75.7% | -0.3% | +76.1% | +76.2% |
| 6M | +19.4% | +7.3% | +12.1% | +8.9% |
| YTD | -57.1% | +13.3% | -70.5% | -62.2% |
| 1Y | -55.8% | +14.8% | -70.5% | -61.8% |
| All | -55.8% | +14.6% | -70.4% | -61.8% |
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