+5,594.8%
HD vs SPY
+2,954.7%
+2,640.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.2% |
| 7D | +4.3% | -2.7% | +7.0% | +7.2% |
| 30D | +20.2% | -5.4% | +25.6% | +26.8% |
| 3M | -1.0% | -4.1% | +3.1% | +2.9% |
| 6M | +7.9% | +0.7% | +7.2% | +6.6% |
| YTD | +2.0% | +8.7% | -6.7% | -6.7% |
| 1Y | -4.3% | +10.9% | -15.2% | -14.3% |
| 3Y | +25.9% | +75.0% | -49.1% | -30.5% |
| 5Y | +5.8% | +67.8% | -62.0% | -39.3% |
| 10Y | +262.5% | +312.9% | -50.3% | -17.7% |
| All | +5,594.8% | +2,954.7% | +2,640.1% | +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 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