+262.6%
RHLD vs SPY
+29.1%
+233.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.5% |
| 7D | -4.7% | -0.8% | -4.0% | -3.9% |
| 30D | +1.3% | -1.1% | +2.4% | +2.6% |
| 3M | +0.7% | +3.9% | -3.1% | -3.2% |
| 6M | -15.3% | +13.6% | -28.9% | -25.8% |
| YTD | -37.0% | +12.7% | -49.6% | -44.1% |
| 1Y | +88.8% | +17.5% | +71.3% | +61.7% |
| All | +262.6% | +29.1% | +233.5% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling