-100.0%
HOLO vs SPY
+85.0%
-185.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.5% |
| 7D | -7.6% | -0.8% | -6.8% | -6.8% |
| 30D | -6.5% | -1.1% | -5.4% | -5.3% |
| 3M | -8.1% | +3.9% | -12.0% | -11.3% |
| 6M | -31.8% | +13.6% | -45.4% | -39.0% |
| YTD | -39.8% | +12.7% | -52.4% | -45.6% |
| 1Y | -69.4% | +17.5% | -86.9% | -73.1% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +85.0% | -185.0% | -100.0% |
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