+200.7%
HBT vs SPY
+186.6%
+14.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | +28.6% | +2.0% | +26.6% | +26.0% |
| 6M | +34.2% | +13.0% | +21.2% | +20.3% |
| YTD | +44.9% | +13.5% | +31.3% | +29.2% |
| 1Y | +42.1% | +20.0% | +22.1% | +20.7% |
| 3Y | +111.9% | +77.2% | +34.7% | +27.7% |
| 5Y | +176.9% | +81.9% | +95.0% | +61.1% |
| All | +200.7% | +186.6% | +14.1% | -1.3% |
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