+639.3%
EHC vs SPY
+3,091.8%
-2,452.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +9.8% | +0.1% | +9.8% | +9.7% |
| 3M | +22.2% | +2.0% | +20.2% | +19.3% |
| 6M | +12.2% | +13.0% | -0.8% | -0.6% |
| YTD | +15.4% | +13.5% | +1.8% | +1.7% |
| 1Y | -1.5% | +20.0% | -21.4% | -17.7% |
| 3Y | +75.4% | +77.2% | -1.8% | -0.2% |
| 5Y | +100.6% | +81.9% | +18.8% | +9.3% |
| 10Y | +331.8% | +314.1% | +17.7% | +4.4% |
| All | +639.3% | +3,091.8% | -2,452.5% | -80.9% |
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