-50.0%
HAIN vs SPY
+2,787.8%
-2,837.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +33.9% | +0.1% | +33.9% | +34.1% |
| 3M | -1.3% | +2.0% | -3.3% | -2.4% |
| 6M | +5.6% | +13.0% | -7.4% | -2.7% |
| YTD | -29.9% | +13.5% | -43.5% | -35.7% |
| 1Y | -59.7% | +20.0% | -79.6% | -64.5% |
| 3Y | -92.8% | +77.2% | -170.0% | -95.4% |
| 5Y | -98.0% | +81.9% | -179.9% | -98.7% |
| 10Y | -98.0% | +314.1% | -412.0% | -99.3% |
| All | -50.0% | +2,787.8% | -2,837.8% | -96.6% |
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