+29.2%
HERZ vs SPY
+305.4%
-276.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -4.0% | -2.7% | -1.3% | -1.9% |
| 30D | -9.9% | -5.4% | -4.5% | -5.8% |
| 3M | -13.3% | -4.1% | -9.2% | -10.5% |
| 6M | -21.8% | +0.7% | -22.5% | -22.6% |
| YTD | -36.0% | +8.7% | -44.6% | -40.8% |
| 1Y | +7.9% | +10.9% | -2.9% | -2.1% |
| 3Y | +38.8% | +75.0% | -36.2% | -17.0% |
| 5Y | -18.2% | +67.8% | -86.0% | -49.9% |
| All | +29.2% | +305.4% | -276.2% | -60.9% |
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