+5.1%
DHCNL vs SPY
+9.9%
-4.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | +1.1% |
| 7D | +2.9% | -0.7% | +3.6% | +2.1% |
| 30D | +15.8% | -1.0% | +16.9% | +14.5% |
| 3M | +4.9% | +8.5% | -3.7% | +15.2% |
| 6M | +4.9% | +8.5% | -3.7% | +15.2% |
| All | +5.1% | +9.9% | -4.8% | +16.9% |
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 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 · Available span rolling