+31.4%
HERZ vs SPY
+311.8%
-280.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -2.6% |
| 30D | -11.6% | -2.4% | -9.2% | -10.0% |
| 3M | -16.2% | -1.2% | -15.1% | -15.7% |
| 6M | -22.6% | +3.3% | -25.9% | -25.0% |
| YTD | -36.1% | +12.3% | -48.4% | -42.5% |
| 1Y | +7.3% | +12.4% | -5.2% | -3.8% |
| 3Y | +44.0% | +78.8% | -34.8% | -15.4% |
| 5Y | -19.3% | +75.2% | -94.4% | -52.4% |
| 10Y | +31.4% | +311.1% | -279.7% | -61.1% |
| All | +31.4% | +311.8% | -280.3% | -61.1% |
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