+1,252.7%
HBNC vs SPY
+923.6%
+329.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +2.5% | +0.5% | +1.9% | +2.2% |
| 30D | -3.4% | -0.9% | -2.4% | -2.9% |
| 3M | +5.2% | +3.9% | +1.3% | +3.1% |
| 6M | +23.2% | +14.5% | +8.7% | +15.2% |
| YTD | +19.5% | +12.9% | +6.6% | +12.6% |
| 1Y | +23.1% | +19.4% | +3.8% | +13.0% |
| 3Y | +107.2% | +78.5% | +28.7% | +59.3% |
| 5Y | +40.3% | +81.8% | -41.5% | +7.0% |
| 10Y | +121.3% | +311.5% | -190.3% | +35.7% |
| All | +1,252.7% | +923.6% | +329.0% | +726.0% |
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