-84.6%
HBIO vs SPY
+931.1%
-1,015.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | +1.9% | -2.0% | +3.9% | +3.6% |
| 30D | +33.0% | -1.7% | +34.6% | +34.7% |
| 3M | +31.5% | +4.7% | +26.7% | +26.0% |
| 6M | +53.8% | +12.5% | +41.3% | +39.9% |
| YTD | +21.6% | +11.7% | +9.9% | +11.4% |
| 1Y | +81.1% | +17.5% | +63.6% | +59.0% |
| 3Y | -80.5% | +76.6% | -157.1% | -87.0% |
| 5Y | -89.4% | +82.0% | -171.5% | -93.1% |
| 10Y | -69.2% | +317.1% | -386.4% | -89.0% |
| All | -84.6% | +931.1% | -1,015.8% | -97.3% |
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 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