+247.2%
HD vs SPY
+304.1%
-56.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +5.2% | -0.6% | +5.8% | +5.7% |
| 30D | +20.7% | -3.7% | +24.4% | +24.8% |
| 3M | +0.8% | -2.7% | +3.5% | +3.2% |
| 6M | +12.2% | +2.2% | +10.0% | +9.5% |
| YTD | +4.2% | +10.8% | -6.6% | -5.9% |
| 1Y | -2.6% | +11.2% | -13.8% | -12.4% |
| 3Y | +30.0% | +76.5% | -46.5% | -27.0% |
| 5Y | +8.1% | +72.9% | -64.8% | -38.1% |
| 10Y | +247.2% | +304.8% | -57.7% | -10.4% |
| All | +247.2% | +304.1% | -56.9% | -10.4% |
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 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