-7.4%
HDSN vs SPY
+322.5%
-329.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.7% |
| 30D | -3.4% | -1.1% | -2.3% | -2.5% |
| 3M | -3.2% | +3.9% | -7.1% | -6.0% |
| 6M | -8.8% | +13.6% | -22.4% | -17.2% |
| YTD | -21.0% | +12.7% | -33.7% | -27.7% |
| 1Y | -47.5% | +17.5% | -65.0% | -53.4% |
| 3Y | -55.4% | +76.9% | -132.3% | -70.9% |
| 5Y | +67.5% | +83.6% | -16.1% | +7.1% |
| All | -7.4% | +322.5% | -329.8% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling