-93.0%
HUDI vs SPY
+113.1%
-206.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -5.9% |
| 7D | -1.2% | +2.6% | -3.8% | -3.2% |
| 30D | -24.7% | -2.0% | -22.7% | -23.4% |
| 3M | -47.1% | -2.8% | -44.3% | -45.8% |
| 6M | -55.6% | +2.1% | -57.8% | -56.4% |
| YTD | -55.6% | +11.5% | -67.1% | -59.6% |
| 1Y | -59.6% | +13.5% | -73.1% | -63.7% |
| 3Y | -84.2% | +77.7% | -161.9% | -90.7% |
| 5Y | -97.6% | +72.6% | -170.2% | -98.6% |
| All | -93.0% | +113.1% | -206.1% | -96.7% |
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