+104.9%
SPHB vs SPY
+80.4%
+24.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +2.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -2.2% | +2.0% | -4.2% | -4.5% |
| 6M | +21.7% | +13.0% | +8.7% | +2.3% |
| YTD | +27.3% | +13.5% | +13.7% | +6.4% |
| 1Y | +42.4% | +20.0% | +22.4% | +10.3% |
| All | +104.9% | +80.4% | +24.5% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling