-77.9%
DLHC vs SPY
+3,091.8%
-3,169.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | -15.9% | +0.1% | -16.0% | -15.9% |
| 3M | -27.8% | +2.0% | -29.8% | -28.6% |
| 6M | -30.7% | +13.0% | -43.7% | -34.3% |
| YTD | -28.0% | +13.5% | -41.5% | -31.9% |
| 1Y | -31.7% | +20.0% | -51.7% | -36.9% |
| 3Y | -64.0% | +77.2% | -141.2% | -71.5% |
| 5Y | -66.6% | +81.9% | -148.5% | -73.8% |
| 10Y | -14.5% | +314.1% | -328.6% | -50.7% |
| All | -77.9% | +3,091.8% | -3,169.6% | -93.8% |
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