-59.1%
SDHC vs SPY
+59.0%
-118.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.3% | -5.2% |
| 7D | -4.2% | -2.7% | -1.5% | -2.6% |
| 30D | -0.7% | -5.4% | +4.7% | +3.4% |
| 3M | -30.2% | -4.1% | -26.1% | -28.2% |
| 6M | -24.6% | +0.7% | -25.3% | -25.7% |
| YTD | -41.5% | +8.7% | -50.2% | -46.2% |
| 1Y | -41.5% | +10.9% | -52.3% | -47.0% |
| All | -59.1% | +59.0% | -118.1% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling