-89.2%
HUDI vs SPY
+113.5%
-202.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -1.5% | -2.0% | +0.4% | 0.0% |
| 30D | -11.0% | -1.7% | -9.3% | -9.8% |
| 3M | -18.9% | +4.7% | -23.6% | -21.7% |
| 6M | -48.4% | +12.5% | -60.9% | -53.2% |
| YTD | -31.3% | +11.7% | -43.1% | -37.7% |
| 1Y | -57.3% | +17.5% | -74.8% | -62.7% |
| 3Y | -80.1% | +76.6% | -156.6% | -88.1% |
| 5Y | -82.5% | +82.0% | -164.6% | -90.6% |
| All | -89.2% | +113.5% | -202.7% | -94.8% |
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