-8.4%
HBANP vs SPY
+116.3%
-124.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.2% | -0.4% | +1.5% | +1.3% |
| 30D | +1.2% | -1.4% | +2.6% | +1.8% |
| 3M | +3.0% | +3.7% | -0.7% | +1.3% |
| 6M | -4.5% | +13.0% | -17.5% | -9.6% |
| YTD | -1.3% | +12.4% | -13.7% | -6.4% |
| 1Y | -6.4% | +18.5% | -25.0% | -13.4% |
| 3Y | +12.4% | +77.6% | -65.3% | -15.5% |
| 5Y | -14.6% | +81.7% | -96.3% | -37.6% |
| All | -8.4% | +116.3% | -124.6% | -33.9% |
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