-71.3%
EH vs SPY
+78.7%
-150.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +3.2% |
| 7D | +8.1% | +0.5% | +7.6% | +7.2% |
| 30D | -16.4% | -0.9% | -15.4% | -15.2% |
| 3M | -44.9% | +3.9% | -48.8% | -47.6% |
| 6M | -58.3% | +14.5% | -72.8% | -64.9% |
| YTD | -63.6% | +12.9% | -76.5% | -68.6% |
| 1Y | -70.6% | +19.4% | -89.9% | -76.3% |
| 3Y | -71.3% | +78.5% | -149.8% | -88.3% |
| All | -71.3% | +78.7% | -150.0% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling