-90.2%
EHGO vs SPY
+18.1%
-108.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +1.5% |
| 7D | -0.9% | -0.8% | -0.2% | -2.3% |
| 30D | -41.5% | -1.1% | -40.5% | -42.3% |
| 3M | -21.9% | +3.9% | -25.8% | -17.2% |
| 6M | -67.4% | +13.6% | -81.0% | -67.7% |
| YTD | -69.0% | +12.7% | -81.7% | -68.8% |
| 1Y | -90.2% | +17.5% | -107.7% | -90.0% |
| All | -90.2% | +18.1% | -108.3% | -90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling