+422.9%
HDV vs SPY
+651.6%
-228.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.5% |
| 7D | -1.1% | -0.9% | -0.1% | -0.5% |
| 30D | +6.1% | -2.4% | +8.5% | +7.6% |
| 3M | +6.7% | -1.2% | +7.9% | +7.2% |
| 6M | +15.7% | +3.3% | +12.4% | +12.4% |
| YTD | +29.6% | +12.3% | +17.3% | +18.3% |
| 1Y | +30.9% | +12.4% | +18.4% | +19.3% |
| 3Y | +77.7% | +78.8% | -1.1% | +13.0% |
| 5Y | +85.9% | +75.2% | +10.7% | +18.3% |
| 10Y | +179.0% | +311.1% | -132.1% | -8.2% |
| All | +422.9% | +651.6% | -228.7% | +15.0% |
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