+169.3%
FHLC vs SPY
+311.3%
-142.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -2.2% | +0.5% | -2.7% | -2.6% |
| 30D | +0.8% | -0.9% | +1.7% | +1.5% |
| 3M | +11.4% | +3.9% | +7.5% | +8.0% |
| 6M | +12.3% | +14.5% | -2.2% | +1.0% |
| YTD | +10.2% | +12.9% | -2.7% | +0.1% |
| 1Y | +24.8% | +19.4% | +5.4% | +8.5% |
| 3Y | +36.1% | +78.5% | -42.3% | -15.0% |
| 5Y | +27.6% | +81.8% | -54.2% | -22.4% |
| 10Y | +169.3% | +311.5% | -142.2% | -24.3% |
| All | +169.3% | +311.3% | -142.0% | -24.3% |
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