+27.5%
HBTA vs SPY
+28.0%
-0.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +2.3% | -0.4% | +2.6% | +2.8% |
| 30D | -1.0% | -1.4% | +0.4% | +0.9% |
| 3M | +1.5% | +3.7% | -2.2% | -3.1% |
| 6M | +12.9% | +13.0% | -0.1% | -3.7% |
| YTD | +11.1% | +12.4% | -1.2% | -4.5% |
| 1Y | +19.0% | +18.5% | +0.5% | -4.4% |
| All | +27.5% | +28.0% | -0.5% | -2.1% |
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 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