+277.2%
H vs SPY
+304.1%
-27.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.6% |
| 7D | +3.3% | -0.6% | +3.9% | +3.9% |
| 30D | +18.3% | -3.7% | +22.0% | +23.1% |
| 3M | +12.7% | -2.7% | +15.5% | +16.0% |
| 6M | +14.5% | +2.2% | +12.3% | +11.0% |
| YTD | +19.8% | +10.8% | +9.0% | +6.5% |
| 1Y | +22.7% | +11.2% | +11.5% | +8.7% |
| 3Y | +79.5% | +76.5% | +3.1% | -3.1% |
| 5Y | +120.7% | +72.9% | +47.8% | +22.7% |
| 10Y | +277.2% | +304.8% | -27.7% | -2.2% |
| All | +277.2% | +304.1% | -27.0% | -2.2% |
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