-75.9%
EH vs SPY
+14.6%
-90.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.2% | +3.0% |
| 7D | +10.9% | -0.7% | +11.6% | +12.7% |
| 30D | +1.2% | -1.0% | +2.3% | +4.0% |
| 3M | -25.8% | -0.3% | -25.5% | -25.0% |
| 6M | -59.8% | +7.3% | -67.1% | -64.7% |
| YTD | -69.0% | +13.3% | -82.4% | -75.5% |
| 1Y | -75.9% | +14.8% | -90.7% | -81.1% |
| All | -75.9% | +14.6% | -90.5% | -81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling