-72.1%
EH vs SPY
+78.7%
-150.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.6% |
| 7D | +1.6% | +3.3% | -1.7% | -3.3% |
| 30D | -2.4% | -2.7% | +0.3% | +2.3% |
| 3M | -34.6% | -1.7% | -32.8% | -32.3% |
| 6M | -62.1% | +3.1% | -65.2% | -63.0% |
| YTD | -71.7% | +11.9% | -83.6% | -75.1% |
| 1Y | -76.9% | +12.0% | -88.8% | -79.6% |
| All | -72.1% | +78.7% | -150.8% | -88.6% |
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