-37.3%
HTLD vs SPY
+67.0%
-104.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -2.0% |
| 7D | -2.2% | -4.7% | +2.5% | +1.4% |
| 30D | -10.4% | -5.9% | -4.5% | -6.3% |
| 3M | -19.0% | -4.5% | -14.4% | -16.2% |
| 6M | -20.3% | +1.8% | -22.1% | -21.4% |
| YTD | +13.0% | +8.3% | +4.7% | +6.6% |
| 1Y | +32.4% | +9.3% | +23.1% | +24.1% |
| 3Y | -16.0% | +74.9% | -90.9% | -43.4% |
| 5Y | -37.3% | +67.3% | -104.6% | -58.2% |
| All | -37.3% | +67.0% | -104.3% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling