+205.7%
HBT vs SPY
+181.4%
+24.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +0.5% | +2.6% | -2.1% | -1.6% |
| 30D | +6.5% | -2.0% | +8.5% | +8.1% |
| 3M | -0.1% | -2.8% | +2.7% | +2.1% |
| 6M | +38.2% | +2.1% | +36.1% | +34.9% |
| YTD | +47.3% | +11.5% | +35.8% | +33.1% |
| 1Y | +60.7% | +13.5% | +47.3% | +43.0% |
| 3Y | +121.1% | +77.7% | +43.4% | +32.6% |
| 5Y | +133.6% | +72.6% | +61.0% | +42.7% |
| All | +205.7% | +181.4% | +24.3% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling