-93.6%
HAIN vs SPY
+76.5%
-170.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.5% |
| 7D | -7.2% | -0.4% | -6.9% | -6.8% |
| 30D | +8.5% | -1.4% | +9.8% | +10.0% |
| 3M | -3.0% | +3.7% | -6.7% | -5.2% |
| 6M | -4.5% | +13.0% | -17.5% | -11.9% |
| YTD | -40.2% | +12.4% | -52.6% | -44.7% |
| 1Y | -66.5% | +18.5% | -85.0% | -69.8% |
| All | -93.6% | +76.5% | -170.1% | -95.8% |
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 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