-62.6%
HBR vs SPY
+12.2%
-74.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.7% |
| 7D | -3.8% | -0.8% | -3.0% | -2.2% |
| 30D | +13.4% | -1.1% | +14.5% | +16.1% |
| 3M | -6.2% | +3.9% | -10.1% | -14.4% |
| 6M | -21.8% | +13.6% | -35.4% | -42.0% |
| YTD | -30.7% | +12.7% | -43.3% | -46.5% |
| All | -62.6% | +12.2% | -74.7% | -70.3% |
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 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