+417.8%
EHC vs SPY
+311.8%
+106.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | +14.3% | -2.4% | +16.7% | +16.0% |
| 3M | +13.7% | -1.2% | +14.8% | +14.2% |
| 6M | +36.2% | +3.3% | +32.9% | +31.8% |
| YTD | +35.0% | +12.3% | +22.7% | +22.3% |
| 1Y | +24.0% | +12.4% | +11.5% | +12.1% |
| 3Y | +131.2% | +78.8% | +52.4% | +42.4% |
| 5Y | +193.0% | +75.2% | +117.9% | +81.7% |
| 10Y | +417.8% | +311.1% | +106.7% | +47.4% |
| All | +417.8% | +311.8% | +106.0% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling