-99.6%
HAIN vs SPY
+307.0%
-406.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -6.7% | +2.6% | -9.3% | -8.5% |
| 30D | -75.9% | -2.0% | -73.9% | -75.5% |
| 3M | -76.7% | -2.8% | -73.9% | -76.2% |
| 6M | -82.1% | +2.1% | -84.2% | -82.2% |
| YTD | -86.9% | +11.5% | -98.4% | -87.7% |
| 1Y | -89.9% | +13.5% | -103.4% | -90.7% |
| 3Y | -98.7% | +77.7% | -176.4% | -99.1% |
| 5Y | -99.7% | +72.6% | -172.3% | -99.8% |
| All | -99.6% | +307.0% | -406.6% | -99.8% |
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