-98.2%
HAIN vs SPY
+318.9%
-417.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -14.7% | -2.0% | -12.7% | -13.4% |
| 30D | +18.5% | -1.7% | +20.2% | +20.1% |
| 3M | +1.6% | +4.7% | -3.1% | -1.1% |
| 6M | +1.6% | +12.5% | -10.9% | -5.1% |
| YTD | -40.2% | +11.7% | -51.9% | -43.9% |
| 1Y | -67.2% | +17.5% | -84.7% | -70.1% |
| 3Y | -93.3% | +76.6% | -169.9% | -95.4% |
| 5Y | -98.3% | +82.0% | -180.3% | -98.9% |
| All | -98.2% | +318.9% | -417.1% | -99.3% |
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