+25.7%
HBANL vs SPY
+100.7%
-75.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.5% | -0.4% | -0.2% | -0.4% |
| 30D | -0.2% | -1.4% | +1.1% | +0.1% |
| 3M | +1.4% | +3.7% | -2.3% | +0.3% |
| 6M | +2.9% | +13.0% | -10.1% | -0.6% |
| YTD | +2.4% | +12.4% | -10.0% | -1.0% |
| 1Y | +3.7% | +18.5% | -14.8% | -1.4% |
| 3Y | +26.1% | +77.6% | -51.5% | -6.5% |
| All | +25.7% | +100.7% | -75.0% | -22.0% |
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 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