-83.2%
EH vs SPY
+81.0%
-164.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.2% |
| 7D | +0.9% | -0.4% | +1.2% | +1.5% |
| 30D | -19.9% | -1.4% | -18.5% | -18.0% |
| 3M | -31.7% | +3.7% | -35.4% | -35.5% |
| 6M | -61.2% | +13.0% | -74.2% | -67.8% |
| YTD | -65.4% | +12.4% | -77.8% | -70.9% |
| 1Y | -72.2% | +18.5% | -90.7% | -78.5% |
| 3Y | -72.8% | +77.6% | -150.4% | -89.9% |
| 5Y | -83.2% | +81.7% | -164.9% | -93.5% |
| All | -83.2% | +81.0% | -164.2% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling