+79.6%
H vs SPY
+75.1%
+4.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.1% |
| 7D | +2.1% | -2.7% | +4.8% | +5.3% |
| 30D | +17.3% | -5.4% | +22.7% | +25.0% |
| 3M | +3.1% | -4.1% | +7.2% | +8.0% |
| 6M | +9.0% | +0.7% | +8.3% | +7.0% |
| YTD | +15.3% | +8.7% | +6.6% | +3.2% |
| 1Y | +26.4% | +10.9% | +15.5% | +10.4% |
| 3Y | +79.6% | +75.0% | +4.6% | -7.4% |
| All | +79.6% | +75.1% | +4.5% | -7.4% |
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 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