-43.0%
HTLD vs SPY
+312.9%
-355.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | +0.8% |
| 30D | -10.5% | -5.4% | -5.2% | -6.9% |
| 3M | -17.8% | -4.1% | -13.7% | -15.2% |
| 6M | -22.7% | +0.7% | -23.4% | -23.2% |
| YTD | +12.3% | +8.7% | +3.6% | +5.8% |
| 1Y | +33.6% | +10.9% | +22.7% | +24.1% |
| 3Y | -17.9% | +75.0% | -92.9% | -45.1% |
| 5Y | -37.7% | +67.8% | -105.5% | -57.5% |
| All | -43.0% | +312.9% | -355.9% | -80.9% |
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