-94.2%
EDHL vs SPY
+46.5%
-140.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -4.6% | -0.4% | -4.3% | -4.4% |
| 30D | 0.0% | -1.4% | +1.4% | +1.2% |
| 3M | +26.1% | +3.7% | +22.4% | +21.5% |
| 6M | +25.3% | +13.0% | +12.3% | +18.9% |
| YTD | -34.8% | +12.4% | -47.2% | -37.9% |
| 1Y | -43.4% | +18.5% | -62.0% | -46.9% |
| All | -94.2% | +46.5% | -140.7% | -93.9% |
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