-55.3%
RHI vs SPY
+82.3%
-137.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -11.5% | -0.8% | -10.7% | -10.8% |
| 30D | -8.1% | -1.1% | -7.1% | -7.1% |
| 3M | +20.9% | +3.9% | +17.0% | +16.1% |
| 6M | +68.7% | +13.6% | +55.0% | +47.4% |
| YTD | +47.4% | +12.7% | +34.7% | +29.9% |
| 1Y | +12.4% | +17.5% | -5.1% | -5.2% |
| 3Y | -39.1% | +76.9% | -116.0% | -66.5% |
| All | -55.3% | +82.3% | -137.5% | -76.1% |
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