-92.5%
SPHL vs SPY
+33.8%
-126.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | +2.9% | +0.5% | +2.3% | +2.9% |
| 30D | -8.8% | -0.9% | -7.8% | -8.7% |
| 3M | -46.2% | +3.9% | -50.1% | -46.2% |
| 6M | -13.8% | +14.5% | -28.3% | -22.0% |
| YTD | +20.2% | +12.9% | +7.3% | +11.8% |
| 1Y | -19.0% | +19.4% | -38.4% | -25.4% |
| All | -92.5% | +33.8% | -126.3% | -93.7% |
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 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