+649.8%
HTD vs SPY
+916.3%
-266.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -0.3% | +0.1% | -0.3% | -0.4% |
| 3M | +1.5% | +2.0% | -0.4% | -0.2% |
| 6M | +1.3% | +13.0% | -11.7% | -8.1% |
| YTD | +11.8% | +13.5% | -1.7% | +0.9% |
| 1Y | +10.9% | +20.0% | -9.0% | -4.2% |
| 3Y | +66.4% | +77.2% | -10.8% | +4.3% |
| 5Y | +47.4% | +81.9% | -34.5% | -10.5% |
| 10Y | +120.5% | +314.1% | -193.6% | -29.2% |
| All | +649.8% | +916.3% | -266.5% | +20.1% |
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