+206.4%
HD vs SPXS
-99.6%
+306.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.2% |
| 7D | -3.8% | +2.5% | -6.3% | -3.0% |
| 30D | -9.4% | +4.2% | -13.6% | -8.1% |
| 3M | -4.6% | -9.3% | +4.7% | -6.9% |
| 6M | -10.1% | -30.7% | +20.6% | -18.6% |
| YTD | -8.3% | -28.1% | +19.7% | -15.7% |
| 1Y | -25.0% | -35.1% | +10.0% | -32.9% |
| 3Y | +1.5% | -79.6% | +81.1% | -32.0% |
| 5Y | +5.6% | -86.3% | +91.8% | -28.1% |
| All | +206.4% | -99.6% | +306.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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