-53.3%
SDHC vs SPY
+66.1%
-119.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -27.9% | +0.1% | -28.0% | -27.9% |
| 3M | -13.7% | +2.0% | -15.7% | -15.3% |
| 6M | -24.4% | +13.0% | -37.4% | -32.1% |
| YTD | -33.2% | +13.5% | -46.7% | -40.3% |
| 1Y | -41.3% | +20.0% | -61.3% | -49.8% |
| All | -53.3% | +66.1% | -119.4% | -72.0% |
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 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