+717.3%
JHI vs SPY
+3,067.3%
-2,350.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | -6.2% | -1.1% | -5.1% | -6.0% |
| 3M | -3.6% | +3.9% | -7.5% | -4.4% |
| 6M | -2.9% | +13.6% | -16.5% | -5.6% |
| YTD | -3.8% | +12.7% | -16.5% | -6.3% |
| 1Y | -4.7% | +17.5% | -22.3% | -8.2% |
| 3Y | +25.8% | +76.9% | -51.1% | +10.5% |
| 5Y | -2.4% | +83.6% | -86.0% | -15.3% |
| 10Y | +61.3% | +320.7% | -259.4% | +20.7% |
| All | +717.3% | +3,067.3% | -2,350.1% | +346.7% |
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