+361.5%
RH vs SPY
+315.0%
+46.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +0.2% |
| 7D | -6.8% | +0.1% | -6.8% | -6.9% |
| 30D | +16.8% | -3.3% | +20.1% | +24.0% |
| 3M | -30.4% | -2.4% | -27.9% | -27.2% |
| 6M | +2.0% | +2.6% | -0.5% | -1.8% |
| YTD | -23.7% | +11.2% | -35.0% | -35.8% |
| 1Y | -15.8% | +13.4% | -29.2% | -31.5% |
| 3Y | -40.2% | +79.9% | -120.1% | -74.8% |
| 5Y | -79.1% | +72.2% | -151.2% | -90.1% |
| 10Y | +361.5% | +307.3% | +54.2% | -24.9% |
| All | +361.5% | +315.0% | +46.5% | -24.9% |
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