+441.0%
HTLD vs SPY
+3,085.7%
-2,644.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.7% |
| 7D | +5.2% | -0.7% | +5.9% | +5.7% |
| 30D | -8.1% | -1.0% | -7.1% | -7.5% |
| 3M | -16.0% | -0.3% | -15.6% | -15.8% |
| 6M | -14.0% | +7.3% | -21.3% | -18.5% |
| YTD | +19.3% | +13.3% | +6.0% | +8.7% |
| 1Y | +41.9% | +14.8% | +27.1% | +28.1% |
| 3Y | -11.3% | +82.9% | -94.2% | -43.7% |
| 5Y | -33.1% | +75.6% | -108.6% | -56.7% |
| 10Y | -36.6% | +330.5% | -367.1% | -79.6% |
| All | +441.0% | +3,085.7% | -2,644.6% | -39.2% |
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 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