+99.3%
ERH vs SPY
+307.0%
-207.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.1% | +2.6% | -2.4% | -1.2% |
| 30D | +4.4% | -2.0% | +6.4% | +5.4% |
| 3M | -5.2% | -2.8% | -2.4% | -3.9% |
| 6M | -6.7% | +2.1% | -8.8% | -8.0% |
| YTD | -1.1% | +11.5% | -12.6% | -7.3% |
| 1Y | -6.7% | +13.5% | -20.1% | -13.4% |
| 3Y | +63.0% | +77.7% | -14.7% | +14.8% |
| 5Y | +12.1% | +72.6% | -60.5% | -20.6% |
| All | +99.3% | +307.0% | -207.7% | -12.4% |
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