+361.2%
ERH vs SPY
+917.8%
-556.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -2.1% | +0.1% | -2.1% | -2.1% |
| 3M | -1.4% | +2.0% | -3.4% | -3.0% |
| 6M | -6.4% | +13.0% | -19.4% | -14.3% |
| YTD | +2.6% | +13.5% | -11.0% | -6.6% |
| 1Y | +4.4% | +20.0% | -15.6% | -8.6% |
| 3Y | +52.5% | +77.2% | -24.7% | -1.0% |
| 5Y | +13.5% | +81.9% | -68.3% | -29.0% |
| 10Y | +84.9% | +314.1% | -229.2% | -40.4% |
| All | +361.2% | +917.8% | -556.6% | -30.4% |
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 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