+76.2%
DUHP vs SPY
+96.0%
-19.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -2.1% | -2.0% | -0.2% | -0.4% |
| 30D | -2.0% | -1.7% | -0.4% | -0.5% |
| 3M | +3.6% | +4.7% | -1.1% | -0.6% |
| 6M | +8.7% | +12.5% | -3.8% | -2.3% |
| YTD | +9.8% | +11.7% | -1.9% | -0.6% |
| 1Y | +13.0% | +17.5% | -4.5% | -2.3% |
| 3Y | +60.4% | +76.6% | -16.2% | -4.8% |
| All | +76.2% | +96.0% | -19.7% | -1.5% |
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