+248.6%
HD vs SPYG
+393.2%
-144.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | +1.5% | +2.3% | -0.8% | -0.2% |
| 30D | +18.0% | -6.5% | +24.4% | +23.3% |
| 3M | +2.8% | -6.8% | +9.6% | +7.6% |
| 6M | +17.0% | -3.1% | +20.1% | +18.3% |
| YTD | +3.5% | +8.0% | -4.5% | -4.0% |
| 1Y | -2.6% | +10.2% | -12.8% | -11.3% |
| 3Y | +30.7% | +91.0% | -60.3% | -26.7% |
| 5Y | +6.2% | +67.7% | -61.5% | -34.0% |
| All | +248.6% | +393.2% | -144.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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