+8.5%
DHF vs SPY
+81.0%
-72.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -0.4% | -0.4% | -0.1% | -0.3% |
| 30D | -1.3% | -1.4% | +0.1% | -0.6% |
| 3M | -1.0% | +3.7% | -4.7% | -2.8% |
| 6M | +3.7% | +13.0% | -9.3% | -2.3% |
| YTD | -0.2% | +12.4% | -12.6% | -5.8% |
| 1Y | -2.1% | +18.5% | -20.6% | -10.0% |
| 3Y | +36.6% | +77.6% | -41.0% | +1.0% |
| 5Y | +8.5% | +81.7% | -73.2% | -21.9% |
| All | +8.5% | +81.0% | -72.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling