+209.4%
FHLC vs SPY
+311.8%
-102.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.9% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | +9.0% | -2.4% | +11.3% | +10.8% |
| 3M | +11.0% | -1.2% | +12.1% | +11.8% |
| 6M | +31.3% | +3.3% | +28.0% | +27.5% |
| YTD | +22.8% | +12.3% | +10.5% | +11.9% |
| 1Y | +26.4% | +12.4% | +13.9% | +15.0% |
| 3Y | +60.1% | +78.8% | -18.7% | 0.0% |
| 5Y | +45.0% | +75.2% | -30.2% | -8.9% |
| 10Y | +209.4% | +311.1% | -101.7% | -5.2% |
| All | +209.4% | +311.8% | -102.3% | -5.2% |
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