-92.6%
HUDI vs SPY
+113.8%
-206.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.8% |
| 7D | +3.9% | +3.3% | +0.6% | +1.2% |
| 30D | -20.3% | -2.7% | -17.6% | -18.4% |
| 3M | -37.1% | -1.7% | -35.4% | -36.1% |
| 6M | -54.3% | +3.1% | -57.4% | -55.4% |
| YTD | -52.7% | +11.9% | -64.6% | -57.1% |
| 1Y | -56.6% | +12.0% | -68.5% | -60.5% |
| 3Y | -83.1% | +78.2% | -161.2% | -90.0% |
| 5Y | -97.5% | +73.2% | -170.7% | -98.6% |
| All | -92.6% | +113.8% | -206.4% | -96.4% |
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 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