-97.6%
DH vs SPY
+85.3%
-182.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.5% |
| 7D | +30.9% | +0.1% | +30.8% | +30.8% |
| 30D | +57.4% | +0.1% | +57.4% | +57.4% |
| 3M | +15.8% | +2.0% | +13.8% | +12.7% |
| 6M | -13.9% | +13.0% | -26.9% | -27.1% |
| YTD | -63.4% | +13.5% | -77.0% | -69.1% |
| 1Y | -73.8% | +20.0% | -93.8% | -79.4% |
| 3Y | -88.6% | +77.2% | -165.8% | -95.0% |
| All | -97.6% | +85.3% | -182.9% | -99.0% |
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