+239.9%
EHI vs SPY
+1,062.6%
-822.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -2.9% | -1.1% | -1.9% | -2.4% |
| 3M | -2.4% | +3.9% | -6.3% | -4.3% |
| 6M | -3.5% | +13.6% | -17.1% | -9.5% |
| YTD | -4.0% | +12.7% | -16.7% | -9.6% |
| 1Y | -2.9% | +17.5% | -20.4% | -10.6% |
| 3Y | +11.7% | +76.9% | -65.2% | -16.9% |
| 5Y | -3.2% | +83.6% | -86.7% | -30.2% |
| 10Y | +50.7% | +320.7% | -270.0% | -31.6% |
| All | +239.9% | +1,062.6% | -822.7% | -11.9% |
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