-95.6%
EHTH vs SPY
+709.3%
-804.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.6% |
| 7D | -17.5% | +0.1% | -17.6% | -17.5% |
| 30D | -21.4% | +0.1% | -21.5% | -21.4% |
| 3M | -37.3% | +2.0% | -39.3% | -38.8% |
| 6M | -39.6% | +13.0% | -52.6% | -47.6% |
| YTD | -78.5% | +13.5% | -92.0% | -81.4% |
| 1Y | -74.9% | +20.0% | -94.9% | -79.4% |
| 3Y | -87.0% | +77.2% | -164.2% | -93.0% |
| 5Y | -97.5% | +81.9% | -179.4% | -98.7% |
| 10Y | -91.4% | +314.1% | -405.5% | -97.9% |
| All | -95.6% | +709.3% | -804.9% | -99.5% |
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