+412.3%
HTLD vs SPY
+2,945.2%
-2,532.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -19.0% | -4.5% | -14.4% | -16.1% |
| 6M | -20.3% | +1.8% | -22.1% | -21.4% |
| YTD | +13.0% | +8.3% | +4.7% | +6.5% |
| 1Y | +32.4% | +9.3% | +23.1% | +24.0% |
| 3Y | -16.0% | +74.9% | -90.9% | -44.9% |
| 5Y | -37.3% | +67.3% | -104.6% | -57.9% |
| 10Y | -39.9% | +311.6% | -351.5% | -80.0% |
| All | +412.3% | +2,945.2% | -2,532.9% | -40.4% |
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