-2.9%
EHI vs SPY
+82.3%
-85.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -2.9% | -1.1% | -1.9% | -2.6% |
| 3M | -2.4% | +3.9% | -6.3% | -3.8% |
| 6M | -3.5% | +13.6% | -17.1% | -8.0% |
| YTD | -4.0% | +12.7% | -16.7% | -8.2% |
| 1Y | -2.9% | +17.5% | -20.4% | -8.7% |
| 3Y | +11.7% | +76.9% | -65.2% | -11.1% |
| All | -2.9% | +82.3% | -85.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling