+211.8%
DHF vs SPY
+1,047.3%
-835.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | -1.1% | +2.0% | -3.1% | -2.1% |
| 6M | +1.2% | +13.0% | -11.8% | -4.6% |
| YTD | +0.3% | +13.5% | -13.3% | -5.7% |
| 1Y | -1.3% | +20.0% | -21.3% | -9.6% |
| 3Y | +38.2% | +77.2% | -39.0% | +4.4% |
| 5Y | +8.4% | +81.9% | -73.5% | -19.8% |
| 10Y | +60.6% | +314.1% | -253.5% | -19.1% |
| All | +211.8% | +1,047.3% | -835.5% | -10.3% |
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