-41.1%
DLHC vs SPY
+307.0%
-348.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.1% |
| 7D | -9.1% | +2.6% | -11.7% | -10.5% |
| 30D | -18.6% | -2.0% | -16.6% | -17.7% |
| 3M | -30.8% | -2.8% | -28.0% | -29.7% |
| 6M | -40.4% | +2.1% | -42.5% | -41.3% |
| YTD | -41.9% | +11.5% | -53.4% | -45.8% |
| 1Y | -43.9% | +13.5% | -57.4% | -48.2% |
| 3Y | -77.2% | +77.7% | -154.9% | -83.6% |
| 5Y | -79.7% | +72.6% | -152.3% | -85.2% |
| All | -41.1% | +307.0% | -348.1% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling