+126.0%
HTD vs SPY
+315.0%
-189.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +3.8% | -3.3% | +7.1% | +6.3% |
| 3M | -6.2% | -2.4% | -3.8% | -4.7% |
| 6M | -5.3% | +2.6% | -7.8% | -7.6% |
| YTD | +5.3% | +11.2% | -6.0% | -3.9% |
| 1Y | +0.8% | +13.4% | -12.6% | -9.4% |
| 3Y | +76.0% | +79.9% | -3.9% | +6.0% |
| 5Y | +38.4% | +72.2% | -33.8% | -14.3% |
| 10Y | +126.0% | +307.3% | -181.4% | -28.2% |
| All | +126.0% | +315.0% | -189.1% | -28.2% |
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