+352.7%
SPHB vs SPY
+315.0%
+37.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.2% | +2.2% |
| 7D | +0.4% | +0.1% | +0.4% | +0.6% |
| 30D | -12.1% | -3.3% | -8.7% | -7.3% |
| 3M | -8.2% | -2.4% | -5.8% | -4.4% |
| 6M | -4.1% | +2.6% | -6.7% | -6.2% |
| YTD | +16.4% | +11.2% | +5.2% | +2.1% |
| 1Y | +21.2% | +13.4% | +7.8% | +3.7% |
| 3Y | +107.4% | +79.9% | +27.5% | -4.1% |
| 5Y | +71.1% | +72.2% | -1.1% | -14.0% |
| 10Y | +352.7% | +307.3% | +45.3% | -25.8% |
| All | +352.7% | +315.0% | +37.6% | -25.8% |
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 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