-65.7%
EH vs SPY
+163.7%
-229.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.1% |
| 7D | -2.9% | -2.0% | -0.9% | -0.4% |
| 30D | -23.2% | -1.7% | -21.6% | -21.6% |
| 3M | -35.0% | +4.7% | -39.8% | -38.3% |
| 6M | -63.1% | +12.5% | -75.6% | -67.5% |
| YTD | -66.4% | +11.7% | -78.1% | -70.0% |
| 1Y | -71.8% | +17.5% | -89.3% | -76.2% |
| 3Y | -73.5% | +76.6% | -150.1% | -86.1% |
| 5Y | -83.2% | +82.0% | -165.3% | -91.0% |
| All | -65.7% | +163.7% | -229.3% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling