+331.1%
HBM vs SPY
+79.8%
+251.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -6.6% |
| 7D | -3.7% | -2.0% | -1.7% | -0.6% |
| 30D | -3.7% | -1.7% | -2.0% | -1.0% |
| 3M | +8.0% | +4.7% | +3.3% | +1.3% |
| 6M | +15.8% | +12.5% | +3.3% | -0.4% |
| YTD | +34.4% | +11.7% | +22.6% | +16.7% |
| 1Y | +98.2% | +17.5% | +80.7% | +61.0% |
| 3Y | +476.6% | +76.6% | +400.0% | +165.4% |
| 5Y | +331.1% | +82.0% | +249.1% | +93.1% |
| All | +331.1% | +79.8% | +251.3% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling