-48.7%
SDHC vs SPY
+19.4%
-68.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.1% |
| 7D | -6.5% | +0.5% | -7.0% | -7.1% |
| 30D | -23.0% | -0.9% | -22.1% | -22.1% |
| 3M | -19.4% | +3.9% | -23.3% | -23.3% |
| 6M | -23.8% | +14.5% | -38.3% | -36.2% |
| YTD | -36.4% | +12.9% | -49.3% | -46.2% |
| 1Y | -48.7% | +19.4% | -68.0% | -57.7% |
| All | -48.7% | +19.4% | -68.1% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling