+19.2%
HBTA vs SPY
+27.0%
-7.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +3.2% | +2.6% | +0.6% | -0.3% |
| 30D | -8.1% | -2.0% | -6.1% | -5.3% |
| 3M | -8.8% | -2.8% | -6.0% | -4.9% |
| 6M | -7.0% | +2.1% | -9.1% | -9.1% |
| YTD | +3.9% | +11.5% | -7.6% | -9.3% |
| 1Y | +6.4% | +13.5% | -7.0% | -9.2% |
| All | +19.2% | +27.0% | -7.8% | -7.1% |
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