-63.6%
EH vs SPY
+168.0%
-231.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.3% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | -49.2% | +2.0% | -51.2% | -49.9% |
| 6M | -59.1% | +13.0% | -72.2% | -64.3% |
| YTD | -64.4% | +13.5% | -78.0% | -68.9% |
| 1Y | -70.9% | +20.0% | -90.8% | -76.1% |
| 3Y | -75.9% | +77.2% | -153.1% | -87.4% |
| 5Y | -83.2% | +81.9% | -165.1% | -91.1% |
| All | -63.6% | +168.0% | -231.6% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling