+3.4%
JHCB vs SPY
+107.5%
-104.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | -2.3% | +3.9% | -6.2% | -2.8% |
| 6M | -1.3% | +13.6% | -14.9% | -3.0% |
| YTD | -1.6% | +12.7% | -14.3% | -3.2% |
| 1Y | -1.6% | +17.5% | -19.1% | -3.8% |
| 3Y | +16.6% | +76.9% | -60.3% | +7.4% |
| 5Y | -1.1% | +83.6% | -84.7% | -10.4% |
| All | +3.4% | +107.5% | -104.2% | -7.3% |
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