+5,223.1%
HD vs SPY
+3,091.8%
+2,131.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +4.3% | +2.0% | +2.4% | +2.1% |
| 6M | -11.1% | +13.0% | -24.1% | -21.6% |
| YTD | -4.7% | +13.5% | -18.2% | -16.4% |
| 1Y | -19.8% | +20.0% | -39.8% | -33.6% |
| 3Y | +4.1% | +77.2% | -73.1% | -43.0% |
| 5Y | +10.3% | +81.9% | -71.6% | -41.6% |
| 10Y | +203.2% | +314.1% | -110.9% | -31.1% |
| All | +5,223.1% | +3,091.8% | +2,131.3% | +13.7% |
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