-62.3%
HBR vs SPY
+11.2%
-73.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -0.8% |
| 7D | -5.5% | -2.0% | -3.5% | -1.2% |
| 30D | +13.5% | -1.7% | +15.1% | +17.7% |
| 3M | -3.7% | +4.7% | -8.4% | -14.1% |
| 6M | -22.0% | +12.5% | -34.5% | -40.7% |
| YTD | -30.1% | +11.7% | -41.8% | -45.0% |
| All | -62.3% | +11.2% | -73.5% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling