+131.7%
EHC vs SPY
+78.4%
+53.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +5.7% | -0.6% | +6.3% | +5.9% |
| 30D | +15.6% | -3.7% | +19.2% | +17.0% |
| 3M | +13.5% | -2.7% | +16.2% | +14.5% |
| 6M | +34.8% | +2.2% | +32.6% | +32.7% |
| YTD | +35.3% | +10.8% | +24.4% | +27.8% |
| 1Y | +24.6% | +11.2% | +13.4% | +17.4% |
| 3Y | +131.7% | +76.5% | +55.2% | +60.1% |
| All | +131.7% | +78.4% | +53.3% | +60.1% |
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