+970.3%
HD vs SPYG
+564.9%
+405.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +0.4% | -2.4% | -2.3% |
| 30D | -8.4% | -0.4% | -8.0% | -8.1% |
| 3M | +4.3% | +0.5% | +3.8% | +3.3% |
| 6M | -11.1% | +17.5% | -28.6% | -22.6% |
| YTD | -4.7% | +14.3% | -19.0% | -15.4% |
| 1Y | -19.8% | +21.7% | -41.5% | -32.8% |
| 3Y | +4.1% | +98.6% | -94.5% | -43.7% |
| 5Y | +10.3% | +85.1% | -74.8% | -37.8% |
| 10Y | +203.2% | +412.0% | -208.9% | -27.9% |
| All | +970.3% | +564.9% | +405.4% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling