+61.7%
HNDL vs SPY
+206.4%
-144.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.2% | -0.8% | -0.5% | -0.9% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | -0.7% | +3.9% | -4.6% | -2.3% |
| 6M | +3.0% | +13.6% | -10.6% | -2.4% |
| YTD | +5.9% | +12.7% | -6.8% | +0.7% |
| 1Y | +7.2% | +17.5% | -10.3% | +0.1% |
| 3Y | +37.8% | +76.9% | -39.1% | +9.1% |
| 5Y | +22.7% | +83.6% | -60.9% | -5.0% |
| All | +61.7% | +206.4% | -144.7% | +8.0% |
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