+1,778.6%
RHP vs SPY
+3,056.6%
-1,278.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.9% |
| 30D | +13.4% | -2.4% | +15.8% | +16.5% |
| 3M | +14.9% | -1.2% | +16.1% | +16.1% |
| 6M | +30.2% | +3.3% | +27.0% | +24.0% |
| YTD | +51.6% | +12.3% | +39.3% | +30.3% |
| 1Y | +53.3% | +12.4% | +40.8% | +31.4% |
| 3Y | +68.7% | +78.8% | -10.2% | -18.8% |
| 5Y | +82.6% | +75.2% | +7.4% | -9.1% |
| 10Y | +258.9% | +311.1% | -52.2% | -28.4% |
| All | +1,778.6% | +3,056.6% | -1,278.0% | -13.8% |
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