+23.6%
HERD vs SPY
+18.1%
+5.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.3% |
| 30D | -0.1% | -1.1% | +0.9% | +0.5% |
| 3M | +6.9% | +3.9% | +3.1% | +4.4% |
| 6M | +12.4% | +13.6% | -1.2% | +3.1% |
| YTD | +18.4% | +12.7% | +5.8% | +9.3% |
| 1Y | +23.6% | +17.5% | +6.1% | +10.4% |
| All | +23.6% | +18.1% | +5.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling