-14.2%
HBANP vs SPY
+82.3%
-96.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +1.7% | -1.1% | +2.7% | +2.1% |
| 3M | +2.9% | +3.9% | -1.0% | +1.1% |
| 6M | -3.9% | +13.6% | -17.5% | -9.5% |
| YTD | -1.0% | +12.7% | -13.6% | -6.4% |
| 1Y | -6.5% | +17.5% | -24.0% | -13.4% |
| 3Y | +13.6% | +76.9% | -63.3% | -15.7% |
| All | -14.2% | +82.3% | -96.4% | -38.7% |
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