-65.3%
DLHC vs SPY
+78.7%
-144.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -8.4% | +0.5% | -8.9% | -8.7% |
| 30D | -18.0% | -0.9% | -17.1% | -17.5% |
| 3M | -28.1% | +3.9% | -31.9% | -30.3% |
| 6M | -32.5% | +14.5% | -47.0% | -39.7% |
| YTD | -30.1% | +12.9% | -43.0% | -37.0% |
| 1Y | -31.4% | +19.4% | -50.8% | -41.3% |
| 3Y | -65.3% | +78.5% | -143.7% | -77.2% |
| All | -65.3% | +78.7% | -144.0% | -77.2% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling