-40.4%
DLHC vs SPY
+11.8%
-52.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | +3.3% | -6.9% | -4.4% |
| 30D | -12.7% | -2.7% | -10.0% | -12.2% |
| 3M | -25.2% | -1.7% | -23.5% | -24.8% |
| 6M | -37.7% | +3.1% | -40.8% | -38.1% |
| YTD | -38.1% | +11.9% | -49.9% | -42.0% |
| 1Y | -40.4% | +12.0% | -52.4% | -44.3% |
| All | -40.4% | +11.8% | -52.1% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling