+41.3%
GHRS vs SPY
+92.0%
-50.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.1% |
| 7D | -3.6% | -0.8% | -2.9% | -2.9% |
| 30D | -10.1% | -1.1% | -9.0% | -9.2% |
| 3M | +31.7% | +3.9% | +27.8% | +26.1% |
| 6M | +79.8% | +13.6% | +66.2% | +57.8% |
| YTD | +114.2% | +12.7% | +101.5% | +90.3% |
| 1Y | +117.9% | +17.5% | +100.4% | +87.2% |
| 3Y | +172.0% | +76.9% | +95.1% | +52.9% |
| 5Y | +17.2% | +83.6% | -66.3% | -32.8% |
| All | +41.3% | +92.0% | -50.7% | -18.2% |
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 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