+513.4%
H vs SPY
+882.0%
-368.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -12.2% | +2.0% | -14.2% | -14.6% |
| 6M | +2.5% | +13.0% | -10.5% | -10.7% |
| YTD | +3.7% | +13.5% | -9.8% | -10.1% |
| 1Y | +14.6% | +20.0% | -5.4% | -6.8% |
| 3Y | +46.2% | +77.2% | -31.0% | -22.1% |
| 5Y | +135.0% | +81.9% | +53.1% | +22.7% |
| 10Y | +222.1% | +314.1% | -92.0% | -30.4% |
| All | +513.4% | +882.0% | -368.5% | -46.2% |
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