+196.2%
HERZ vs SPY
+2,881.3%
-2,685.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | -6.6% | +2.0% | -8.6% | -7.8% |
| 6M | +8.3% | +13.0% | -4.7% | +0.3% |
| YTD | -23.3% | +13.5% | -36.8% | -29.3% |
| 1Y | +25.6% | +20.0% | +5.7% | +11.7% |
| 3Y | +17.4% | +77.2% | -59.7% | -18.3% |
| 5Y | +1.6% | +81.9% | -80.3% | -30.9% |
| 10Y | +51.8% | +314.1% | -262.2% | -34.2% |
| All | +196.2% | +2,881.3% | -2,685.1% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling