-80.2%
DLHC vs SPY
+3,015.5%
-3,095.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | -15.5% | -3.7% | -11.9% | -14.3% |
| 3M | -24.9% | -2.7% | -22.2% | -24.1% |
| 6M | -37.3% | +2.2% | -39.5% | -38.1% |
| YTD | -35.6% | +10.8% | -46.4% | -38.5% |
| 1Y | -38.3% | +11.2% | -49.5% | -41.2% |
| 3Y | -74.5% | +76.5% | -150.9% | -79.7% |
| 5Y | -78.0% | +72.9% | -150.9% | -82.4% |
| 10Y | -25.1% | +304.8% | -329.9% | -56.4% |
| All | -80.2% | +3,015.5% | -3,095.7% | -94.4% |
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 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