+24.4%
THD vs SPY
+315.0%
-290.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | -5.4% | -3.3% | -2.1% | -3.2% |
| 3M | -8.0% | -2.4% | -5.6% | -6.4% |
| 6M | -3.4% | +2.6% | -5.9% | -5.0% |
| YTD | +16.2% | +11.2% | +5.0% | +8.0% |
| 1Y | +16.6% | +13.4% | +3.2% | +6.9% |
| 3Y | +22.4% | +79.9% | -57.5% | -19.4% |
| 5Y | +2.3% | +72.2% | -69.9% | -31.3% |
| 10Y | +24.4% | +307.3% | -282.9% | -57.3% |
| All | +24.4% | +315.0% | -290.6% | -57.3% |
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