-95.9%
EHTH vs SPY
+307.0%
-402.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.5% | -6.4% |
| 7D | -12.8% | +2.6% | -15.4% | -15.8% |
| 30D | -32.8% | -2.0% | -30.8% | -30.3% |
| 3M | -66.1% | -2.8% | -63.3% | -64.5% |
| 6M | -77.8% | +2.1% | -80.0% | -78.2% |
| YTD | -91.1% | +11.5% | -102.6% | -92.2% |
| 1Y | -89.7% | +13.5% | -103.1% | -91.1% |
| 3Y | -94.3% | +77.7% | -172.0% | -97.1% |
| 5Y | -98.5% | +72.6% | -171.1% | -99.2% |
| All | -95.9% | +307.0% | -402.9% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling