+113.0%
THD vs SPY
+670.7%
-557.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -3.2% | -2.7% | -0.5% | -0.9% |
| 30D | -7.7% | -5.4% | -2.3% | -3.2% |
| 3M | -9.0% | -4.1% | -4.9% | -5.8% |
| 6M | -6.2% | +0.7% | -6.9% | -6.8% |
| YTD | +13.7% | +8.7% | +5.1% | +5.8% |
| 1Y | +13.6% | +10.9% | +2.7% | +3.7% |
| 3Y | +17.0% | +75.0% | -58.0% | -29.4% |
| 5Y | +1.6% | +67.8% | -66.2% | -38.0% |
| 10Y | +23.7% | +312.9% | -289.2% | -69.3% |
| All | +113.0% | +670.7% | -557.8% | -72.3% |
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 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