+328.8%
FHLC vs SPY
+435.3%
-106.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.2% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +9.2% | -3.3% | +12.5% | +12.0% |
| 3M | +12.0% | -2.4% | +14.4% | +13.9% |
| 6M | +30.5% | +2.6% | +27.9% | +27.2% |
| YTD | +22.4% | +11.2% | +11.2% | +11.8% |
| 1Y | +29.9% | +13.4% | +16.5% | +16.7% |
| 3Y | +60.5% | +79.9% | -19.4% | -2.9% |
| 5Y | +44.1% | +72.2% | -28.1% | -10.5% |
| 10Y | +209.0% | +307.3% | -98.3% | -16.6% |
| All | +328.8% | +435.3% | -106.5% | -13.0% |
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