-59.6%
HUDI vs SPY
+12.1%
-71.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -6.0% |
| 7D | -1.2% | +2.6% | -3.8% | -2.5% |
| 30D | -24.7% | -2.0% | -22.7% | -23.9% |
| 3M | -47.1% | -2.8% | -44.3% | -46.4% |
| 6M | -55.6% | +2.1% | -57.8% | -55.4% |
| YTD | -55.6% | +11.5% | -67.1% | -58.7% |
| 1Y | -59.6% | +13.5% | -73.1% | -64.4% |
| All | -59.6% | +12.1% | -71.6% | -64.4% |
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 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