-98.3%
HAIN vs SPY
+81.0%
-179.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.1% |
| 3M | -3.0% | +3.7% | -6.7% | -5.5% |
| 6M | -4.5% | +13.0% | -17.5% | -12.9% |
| YTD | -40.2% | +12.4% | -52.6% | -45.2% |
| 1Y | -66.5% | +18.5% | -85.0% | -70.6% |
| 3Y | -93.3% | +77.6% | -171.0% | -95.9% |
| 5Y | -98.3% | +81.7% | -180.0% | -99.0% |
| All | -98.3% | +81.0% | -179.3% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling