-71.1%
EH vs SPY
+164.1%
-235.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.7% |
| 7D | +1.6% | +3.3% | -1.7% | -2.4% |
| 30D | -2.4% | -2.7% | +0.3% | +1.6% |
| 3M | -34.6% | -1.7% | -32.8% | -32.7% |
| 6M | -62.1% | +3.1% | -65.2% | -62.9% |
| YTD | -71.7% | +11.9% | -83.6% | -74.6% |
| 1Y | -76.9% | +12.0% | -88.8% | -79.3% |
| 3Y | -71.3% | +78.2% | -149.5% | -85.0% |
| 5Y | -85.3% | +73.2% | -158.5% | -91.8% |
| All | -71.1% | +164.1% | -235.2% | -87.4% |
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