+242.5%
RHP vs SPY
+307.0%
-64.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | +2.3% | +2.6% | -0.3% | -1.1% |
| 30D | +10.0% | -2.0% | +12.0% | +12.7% |
| 3M | +9.4% | -2.8% | +12.2% | +13.1% |
| 6M | +28.9% | +2.1% | +26.7% | +23.9% |
| YTD | +47.5% | +11.5% | +36.0% | +25.8% |
| 1Y | +50.6% | +13.5% | +37.1% | +25.3% |
| 3Y | +65.5% | +77.7% | -12.2% | -27.8% |
| 5Y | +74.9% | +72.6% | +2.3% | -19.8% |
| All | +242.5% | +307.0% | -64.5% | -43.9% |
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