+20.2%
HBTA vs SPY
+27.4%
-7.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.2% |
| 7D | +5.3% | +3.3% | +2.0% | +0.7% |
| 30D | -9.1% | -2.7% | -6.5% | -5.4% |
| 3M | -7.0% | -1.7% | -5.3% | -4.4% |
| 6M | -5.3% | +3.1% | -8.4% | -8.6% |
| YTD | +4.8% | +11.9% | -7.1% | -9.0% |
| 1Y | +4.8% | +12.0% | -7.2% | -9.1% |
| All | +20.2% | +27.4% | -7.2% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling