+48.1%
HERZ vs SPY
+311.3%
-263.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.8% |
| 7D | -2.3% | +0.5% | -2.8% | -2.7% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | -5.5% | +3.9% | -9.4% | -8.6% |
| 6M | +4.2% | +14.5% | -10.3% | -7.3% |
| YTD | -25.0% | +12.9% | -38.0% | -32.7% |
| 1Y | +21.8% | +19.4% | +2.4% | +3.9% |
| 3Y | +21.6% | +78.5% | -56.8% | -28.2% |
| 5Y | +0.1% | +81.8% | -81.7% | -42.9% |
| 10Y | +48.1% | +311.5% | -263.4% | -57.9% |
| All | +48.1% | +311.3% | -263.2% | -57.9% |
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