-57.0%
SDHC vs SPY
+64.5%
-121.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | -6.9% | -0.4% | -6.6% | -6.6% |
| 30D | -25.6% | -1.4% | -24.2% | -24.6% |
| 3M | -22.0% | +3.7% | -25.7% | -24.6% |
| 6M | -25.3% | +13.0% | -38.3% | -32.9% |
| YTD | -38.4% | +12.4% | -50.8% | -44.4% |
| 1Y | -47.2% | +18.5% | -65.7% | -54.3% |
| All | -57.0% | +64.5% | -121.4% | -74.0% |
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