-67.3%
DLHC vs SPY
+82.0%
-149.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | -15.9% | +0.1% | -16.0% | -16.0% |
| 3M | -27.8% | +2.0% | -29.8% | -29.2% |
| 6M | -30.7% | +13.0% | -43.7% | -37.2% |
| YTD | -28.0% | +13.5% | -41.5% | -35.1% |
| 1Y | -31.7% | +20.0% | -51.7% | -41.3% |
| 3Y | -64.0% | +77.2% | -141.2% | -77.0% |
| All | -67.3% | +82.0% | -149.4% | -78.4% |
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