-58.3%
HUDI vs SPY
+14.6%
-73.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.1% |
| 7D | +11.5% | -0.7% | +12.2% | +11.7% |
| 30D | -22.3% | -1.0% | -21.2% | -22.0% |
| 3M | -19.9% | -0.3% | -19.5% | -19.8% |
| 6M | -55.3% | +7.3% | -62.6% | -56.0% |
| YTD | -51.3% | +13.3% | -64.7% | -54.7% |
| 1Y | -58.3% | +14.8% | -73.1% | -62.2% |
| All | -58.3% | +14.6% | -73.0% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling