+3.6%
HCRB vs SPY
+147.4%
-143.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +1.5% | -2.4% | +3.9% | +1.6% |
| 3M | -0.9% | -1.2% | +0.3% | -0.9% |
| 6M | -1.5% | +3.3% | -4.8% | -1.7% |
| YTD | -1.2% | +12.3% | -13.5% | -1.7% |
| 1Y | -1.1% | +12.4% | -13.6% | -1.6% |
| 3Y | +15.5% | +78.8% | -63.3% | +12.9% |
| 5Y | -1.2% | +75.2% | -76.4% | -3.9% |
| All | +3.6% | +147.4% | -143.8% | +0.6% |
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