-80.7%
HBIO vs SPY
+77.0%
-157.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -3.1% |
| 7D | +0.1% | -0.8% | +0.9% | +1.5% |
| 30D | +30.1% | -1.1% | +31.2% | +32.4% |
| 3M | +20.9% | +3.9% | +17.1% | +10.9% |
| 6M | +57.5% | +13.6% | +43.8% | +22.5% |
| YTD | +19.9% | +12.7% | +7.2% | -5.3% |
| 1Y | +82.5% | +17.5% | +65.0% | +31.2% |
| 3Y | -80.7% | +76.9% | -157.6% | -91.6% |
| All | -80.7% | +77.0% | -157.7% | -91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling