-97.0%
DH vs SPY
+82.0%
-179.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.3% |
| 7D | +13.9% | +2.6% | +11.3% | +10.0% |
| 30D | +33.0% | -2.0% | +35.0% | +36.9% |
| 3M | +104.4% | -2.8% | +107.1% | +112.2% |
| 6M | +47.9% | +2.1% | +45.7% | +43.8% |
| YTD | -54.4% | +11.5% | -65.8% | -60.4% |
| 1Y | -51.8% | +13.5% | -65.3% | -59.2% |
| 3Y | -82.6% | +77.7% | -160.3% | -92.4% |
| 5Y | -96.9% | +72.6% | -169.5% | -98.5% |
| All | -97.0% | +82.0% | -179.0% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling