+766.5%
EHC vs SPY
+3,015.5%
-2,249.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +5.7% | -0.6% | +6.3% | +6.1% |
| 30D | +15.6% | -3.7% | +19.2% | +19.1% |
| 3M | +13.5% | -2.7% | +16.2% | +15.8% |
| 6M | +34.8% | +2.2% | +32.6% | +30.7% |
| YTD | +35.3% | +10.8% | +24.4% | +21.3% |
| 1Y | +24.6% | +11.2% | +13.4% | +11.2% |
| 3Y | +131.7% | +76.5% | +55.2% | +31.9% |
| 5Y | +189.5% | +72.9% | +116.6% | +64.9% |
| 10Y | +426.4% | +304.8% | +121.5% | +29.6% |
| All | +766.5% | +3,015.5% | -2,249.0% | -77.2% |
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