+20.5%
HBB vs SPY
+250.8%
-230.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.0% |
| 7D | -3.2% | -0.8% | -2.5% | -2.6% |
| 30D | -8.7% | -1.1% | -7.6% | -7.9% |
| 3M | +48.9% | +3.9% | +45.0% | +44.1% |
| 6M | +85.2% | +13.6% | +71.6% | +66.3% |
| YTD | +85.4% | +12.7% | +72.7% | +68.0% |
| 1Y | +110.0% | +17.5% | +92.5% | +83.6% |
| 3Y | +151.8% | +76.9% | +74.9% | +57.7% |
| 5Y | +114.3% | +83.6% | +30.7% | +28.0% |
| All | +20.5% | +250.8% | -230.4% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling