-99.5%
HODO vs SPY
+33.9%
-133.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -21.7% | -2.0% | -19.7% | -20.1% |
| 30D | -63.0% | -1.7% | -61.3% | -62.3% |
| 3M | -95.5% | +4.7% | -100.2% | -95.7% |
| 6M | -90.4% | +12.5% | -102.9% | -91.5% |
| YTD | -94.2% | +11.7% | -105.9% | -94.8% |
| 1Y | -98.6% | +17.5% | -116.1% | -98.7% |
| All | -99.5% | +33.9% | -133.4% | -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 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