-4.9%
HDSN vs SPY
+2,727.0%
-2,731.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +4.1% | +0.5% | +3.5% | +3.8% |
| 30D | -4.5% | -0.9% | -3.5% | -3.9% |
| 3M | -1.8% | +3.9% | -5.7% | -3.6% |
| 6M | -13.7% | +14.5% | -28.2% | -19.1% |
| YTD | -21.9% | +12.9% | -34.8% | -26.2% |
| 1Y | -48.1% | +19.4% | -67.5% | -52.2% |
| 3Y | -55.7% | +78.5% | -134.1% | -66.3% |
| 5Y | +61.6% | +81.8% | -20.1% | +23.6% |
| 10Y | -11.7% | +311.5% | -323.2% | -51.9% |
| All | -4.9% | +2,727.0% | -2,731.9% | -84.4% |
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 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