-61.5%
HBR vs SPY
+11.9%
-73.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.2% |
| 7D | +3.9% | -0.4% | +4.3% | +4.9% |
| 30D | +12.7% | -1.4% | +14.1% | +16.2% |
| 3M | -4.5% | +3.7% | -8.2% | -12.6% |
| 6M | -19.3% | +13.0% | -32.3% | -39.1% |
| YTD | -28.6% | +12.4% | -41.0% | -44.6% |
| All | -61.5% | +11.9% | -73.4% | -69.3% |
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 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