+205.0%
HD vs SPY
+311.3%
-106.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.7% |
| 30D | -11.1% | -0.9% | -10.2% | -10.3% |
| 3M | +2.0% | +3.9% | -1.8% | -1.7% |
| 6M | -10.5% | +14.5% | -25.0% | -21.4% |
| YTD | -6.9% | +12.9% | -19.8% | -17.2% |
| 1Y | -23.2% | +19.4% | -42.5% | -35.4% |
| 3Y | +3.1% | +78.5% | -75.4% | -42.5% |
| 5Y | +7.4% | +81.8% | -74.4% | -41.4% |
| 10Y | +205.0% | +311.5% | -106.5% | -26.8% |
| All | +205.0% | +311.3% | -106.3% | -26.8% |
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