+324.0%
RH vs SPY
+311.8%
+12.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -1.5% |
| 7D | -6.2% | -0.9% | -5.3% | -4.8% |
| 30D | +16.4% | -2.4% | +18.7% | +21.4% |
| 3M | -25.7% | -1.2% | -24.5% | -24.0% |
| 6M | +5.2% | +3.3% | +1.9% | 0.0% |
| YTD | -24.1% | +12.3% | -36.4% | -37.2% |
| 1Y | -16.2% | +12.4% | -28.7% | -30.8% |
| 3Y | -41.8% | +78.8% | -120.6% | -75.3% |
| 5Y | -78.6% | +75.2% | -153.8% | -90.2% |
| 10Y | +324.0% | +311.1% | +12.9% | -28.5% |
| All | +324.0% | +311.8% | +12.3% | -28.5% |
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