+3.3%
DHF vs SPY
+74.0%
-70.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.9% | +3.3% | -2.4% | -0.6% |
| 30D | +2.6% | -2.7% | +5.3% | +3.9% |
| 3M | -5.3% | -1.7% | -3.5% | -4.6% |
| 6M | -4.3% | +3.1% | -7.4% | -5.9% |
| YTD | -3.4% | +11.9% | -15.3% | -8.8% |
| 1Y | -4.7% | +12.0% | -16.7% | -10.1% |
| 3Y | +30.4% | +78.2% | -47.8% | -4.1% |
| 5Y | +3.3% | +73.2% | -70.0% | -24.5% |
| All | +3.3% | +74.0% | -70.8% | -24.5% |
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