-97.4%
DH vs SPY
+81.6%
-179.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -5.8% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +14.3% | -3.3% | +17.6% | +19.8% |
| 3M | +56.9% | -2.4% | +59.3% | +62.0% |
| 6M | +17.5% | +2.6% | +15.0% | +13.6% |
| YTD | -61.0% | +11.2% | -72.2% | -66.1% |
| 1Y | -61.8% | +13.4% | -75.2% | -67.7% |
| 3Y | -83.8% | +79.9% | -163.7% | -93.1% |
| 5Y | -97.2% | +72.2% | -169.3% | -98.7% |
| All | -97.4% | +81.6% | -179.0% | -98.9% |
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