-46.6%
HTLD vs SPY
+311.8%
-358.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.3% |
| 7D | -2.4% | -0.9% | -1.5% | -1.7% |
| 30D | -5.6% | -2.4% | -3.2% | -3.9% |
| 3M | -11.2% | -1.2% | -10.0% | -10.4% |
| 6M | -17.2% | +3.3% | -20.5% | -19.2% |
| YTD | +16.4% | +12.3% | +4.1% | +7.1% |
| 1Y | +36.8% | +12.4% | +24.4% | +25.8% |
| 3Y | -14.1% | +78.8% | -93.0% | -43.4% |
| 5Y | -37.3% | +75.2% | -112.5% | -58.5% |
| 10Y | -46.6% | +311.1% | -357.7% | -82.5% |
| All | -46.6% | +311.8% | -358.4% | -82.5% |
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