+654.4%
HBM vs SPY
+1,156.9%
-502.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.6% |
| 7D | +7.4% | +0.5% | +6.8% | +6.4% |
| 30D | +5.1% | -0.9% | +6.0% | +6.6% |
| 3M | +11.1% | +3.9% | +7.2% | +5.6% |
| 6M | +30.2% | +14.5% | +15.7% | +8.5% |
| YTD | +46.2% | +12.9% | +33.3% | +24.4% |
| 1Y | +120.0% | +19.4% | +100.7% | +73.1% |
| 3Y | +527.4% | +78.5% | +449.0% | +169.7% |
| 5Y | +400.4% | +81.8% | +318.6% | +112.8% |
| 10Y | +621.5% | +311.5% | +310.0% | -6.8% |
| All | +654.4% | +1,156.9% | -502.5% | -74.8% |
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