-58.7%
SDHC vs SPY
+62.8%
-121.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.6% |
| 30D | -2.4% | -3.3% | +1.0% | 0.0% |
| 3M | -28.5% | -2.4% | -26.1% | -27.4% |
| 6M | -23.8% | +2.6% | -26.3% | -26.0% |
| YTD | -40.9% | +11.2% | -52.1% | -46.6% |
| 1Y | -42.8% | +13.4% | -56.2% | -49.1% |
| All | -58.7% | +62.8% | -121.5% | -75.0% |
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