+1,553.6%
RHP vs SPY
+3,091.8%
-1,538.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -3.2% | +0.1% | -3.3% | -3.4% |
| 3M | +6.5% | +2.0% | +4.5% | +3.3% |
| 6M | +27.0% | +13.0% | +14.0% | +8.7% |
| YTD | +33.5% | +13.5% | +19.9% | +13.5% |
| 1Y | +28.3% | +20.0% | +8.4% | +1.8% |
| 3Y | +65.6% | +77.2% | -11.6% | -19.1% |
| 5Y | +75.7% | +81.9% | -6.2% | -16.3% |
| 10Y | +230.7% | +314.1% | -83.4% | -34.4% |
| All | +1,553.6% | +3,091.8% | -1,538.1% | -24.9% |
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 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