-99.4%
HODO vs SPY
+35.1%
-134.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +1.8% |
| 7D | -11.2% | -0.8% | -10.4% | -10.4% |
| 30D | -62.9% | -1.1% | -61.9% | -62.5% |
| 3M | -95.7% | +3.9% | -99.6% | -95.9% |
| 6M | -90.1% | +13.6% | -103.7% | -91.3% |
| YTD | -94.0% | +12.7% | -106.7% | -94.7% |
| 1Y | -98.4% | +17.5% | -115.9% | -98.6% |
| All | -99.4% | +35.1% | -134.5% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling