+200.0%
HBT vs SPY
+184.4%
+15.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.1% |
| 7D | -0.2% | -0.8% | +0.5% | +0.4% |
| 30D | +0.1% | -1.1% | +1.2% | +1.0% |
| 3M | +22.4% | +3.9% | +18.6% | +18.3% |
| 6M | +43.0% | +13.6% | +29.4% | +27.6% |
| YTD | +44.5% | +12.7% | +31.9% | +29.8% |
| 1Y | +45.1% | +17.5% | +27.6% | +25.4% |
| 3Y | +114.9% | +76.9% | +38.0% | +29.6% |
| 5Y | +184.4% | +83.6% | +100.8% | +63.5% |
| All | +200.0% | +184.4% | +15.6% | -0.9% |
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