+53.8%
HBIO vs SPY
+12.4%
+41.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.4% |
| 7D | +1.9% | -2.0% | +3.9% | +4.9% |
| 30D | +33.0% | -1.7% | +34.6% | +36.1% |
| 3M | +31.5% | +4.7% | +26.7% | +17.3% |
| 6M | +53.8% | +12.5% | +41.3% | +16.9% |
| All | +53.8% | +12.4% | +41.4% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling