-94.3%
EHTH vs SPY
+78.1%
-172.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.5% | -6.3% |
| 7D | -12.8% | +2.6% | -15.4% | -16.1% |
| 30D | -32.8% | -2.0% | -30.8% | -30.0% |
| 3M | -66.1% | -2.8% | -63.3% | -64.3% |
| 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% | -91.2% |
| 3Y | -94.3% | +77.7% | -172.0% | -97.8% |
| All | -94.3% | +78.1% | -172.3% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling