-42.8%
HTLD vs SPY
+315.0%
-357.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.3% |
| 30D | -5.4% | -3.3% | -2.1% | -3.0% |
| 3M | -14.6% | -2.4% | -12.2% | -13.1% |
| 6M | -20.2% | +2.6% | -22.7% | -21.7% |
| YTD | +17.1% | +11.2% | +5.9% | +8.5% |
| 1Y | +38.9% | +13.4% | +25.5% | +27.0% |
| 3Y | -12.5% | +79.9% | -92.4% | -42.6% |
| 5Y | -35.9% | +72.2% | -108.0% | -57.0% |
| 10Y | -42.8% | +307.3% | -350.1% | -80.8% |
| All | -42.8% | +315.0% | -357.8% | -80.8% |
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