+248.1%
HD vs SPYG
+397.7%
-149.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -0.5% | +4.2% | -4.7% | -3.4% |
| 30D | +18.5% | -7.4% | +25.9% | +24.7% |
| 3M | +2.2% | -5.3% | +7.4% | +5.6% |
| 6M | +13.8% | -1.2% | +15.0% | +13.4% |
| YTD | +3.4% | +9.0% | -5.6% | -4.7% |
| 1Y | -3.5% | +8.8% | -12.3% | -11.2% |
| 3Y | +29.0% | +92.8% | -63.8% | -28.1% |
| 5Y | +6.1% | +69.3% | -63.2% | -34.5% |
| All | +248.1% | +397.7% | -149.6% | -15.4% |
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