-61.1%
HBR vs SPY
+13.0%
-74.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +11.3% | +0.1% | +11.2% | +11.1% |
| 3M | -8.6% | +2.0% | -10.6% | -12.3% |
| 6M | -24.1% | +13.0% | -37.1% | -41.8% |
| YTD | -27.9% | +13.5% | -41.5% | -45.3% |
| All | -61.1% | +13.0% | -74.1% | -69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling