+172.0%
GHRS vs SPY
+77.0%
+95.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.0% |
| 7D | -3.6% | -0.8% | -2.9% | -3.0% |
| 30D | -10.1% | -1.1% | -9.0% | -9.3% |
| 3M | +31.7% | +3.9% | +27.8% | +26.9% |
| 6M | +79.8% | +13.6% | +66.2% | +60.8% |
| YTD | +114.2% | +12.7% | +101.5% | +93.5% |
| 1Y | +117.9% | +17.5% | +100.4% | +92.3% |
| 3Y | +172.0% | +76.9% | +95.1% | +72.8% |
| All | +172.0% | +77.0% | +95.0% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling