+149.1%
HERD vs SPY
+193.2%
-44.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.3% |
| 30D | -0.1% | -1.1% | +0.9% | +0.6% |
| 3M | +6.9% | +3.9% | +3.1% | +4.0% |
| 6M | +12.4% | +13.6% | -1.2% | +2.5% |
| YTD | +18.4% | +12.7% | +5.8% | +8.6% |
| 1Y | +23.6% | +17.5% | +6.1% | +10.0% |
| 3Y | +57.7% | +76.9% | -19.2% | +5.2% |
| 5Y | +68.3% | +83.6% | -15.2% | +8.6% |
| All | +149.1% | +193.2% | -44.0% | +15.8% |
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