-78.8%
RH vs SPY
+81.8%
-160.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -2.7% |
| 7D | -1.4% | +0.5% | -2.0% | -2.5% |
| 30D | -27.4% | -0.9% | -26.4% | -25.9% |
| 3M | -3.0% | +3.9% | -6.8% | -9.7% |
| 6M | +0.2% | +14.5% | -14.3% | -22.8% |
| YTD | -20.5% | +12.9% | -33.4% | -36.6% |
| 1Y | -40.9% | +19.4% | -60.3% | -57.7% |
| 3Y | -54.2% | +78.5% | -132.6% | -82.2% |
| 5Y | -78.8% | +81.8% | -160.6% | -91.8% |
| All | -78.8% | +81.8% | -160.6% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling