-55.6%
HUDI vs SPY
+2.7%
-58.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -6.0% |
| 7D | -1.2% | +2.6% | -3.8% | -2.9% |
| 30D | -24.7% | -2.0% | -22.7% | -23.6% |
| 3M | -47.1% | -2.8% | -44.3% | -46.3% |
| 6M | -55.6% | +2.1% | -57.8% | -54.4% |
| All | -55.6% | +2.7% | -58.3% | -54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling