+586.9%
H vs SPY
+862.1%
-275.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -1.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +14.7% | -3.3% | +18.0% | +18.9% |
| 3M | +4.6% | -2.4% | +7.0% | +7.3% |
| 6M | +11.0% | +2.6% | +8.4% | +7.2% |
| YTD | +16.1% | +11.2% | +4.9% | +2.7% |
| 1Y | +20.0% | +13.4% | +6.6% | +3.9% |
| 3Y | +77.5% | +79.9% | -2.4% | -7.2% |
| 5Y | +109.6% | +72.2% | +37.4% | +16.1% |
| 10Y | +263.4% | +307.3% | -44.0% | -20.3% |
| All | +586.9% | +862.1% | -275.2% | -38.5% |
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