+321.1%
RH vs SPY
+550.6%
-229.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -5.2% |
| 7D | -10.7% | -2.7% | -8.0% | -6.6% |
| 30D | +13.7% | -5.4% | +19.1% | +24.5% |
| 3M | -30.3% | -4.1% | -26.2% | -25.3% |
| 6M | -0.6% | +0.7% | -1.3% | -1.1% |
| YTD | -26.9% | +8.7% | -35.6% | -35.1% |
| 1Y | -17.1% | +10.9% | -28.0% | -28.9% |
| 3Y | -43.8% | +75.0% | -118.8% | -73.4% |
| 5Y | -80.2% | +67.8% | -148.0% | -89.6% |
| 10Y | +359.7% | +312.9% | +46.8% | -16.0% |
| All | +321.1% | +550.6% | -229.5% | -41.7% |
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