+216.5%
H vs SPY
+311.3%
-94.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.5% |
| 30D | -9.3% | -0.9% | -8.3% | -8.3% |
| 3M | -16.8% | +3.9% | -20.6% | -20.5% |
| 6M | +7.9% | +14.5% | -6.7% | -7.4% |
| YTD | +0.8% | +12.9% | -12.2% | -12.0% |
| 1Y | +11.2% | +19.4% | -8.2% | -8.8% |
| 3Y | +45.8% | +78.5% | -32.7% | -22.2% |
| 5Y | +130.7% | +81.8% | +48.9% | +21.8% |
| 10Y | +216.5% | +311.5% | -95.0% | -22.4% |
| All | +216.5% | +311.3% | -94.8% | -22.4% |
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