-93.4%
EDHL vs SPY
+46.9%
-140.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.5% |
| 7D | +11.6% | -0.8% | +12.4% | +12.4% |
| 30D | +11.9% | -1.1% | +13.0% | +12.9% |
| 3M | -26.1% | +3.9% | -29.9% | -28.7% |
| 6M | +43.0% | +13.6% | +29.4% | +35.1% |
| YTD | -26.3% | +12.7% | -39.0% | -29.9% |
| 1Y | -71.7% | +17.5% | -89.2% | -73.4% |
| All | -93.4% | +46.9% | -140.3% | -93.1% |
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