+173.9%
HG vs SPY
+79.4%
+94.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.0% | +2.6% | +1.4% | +3.0% |
| 30D | +9.5% | -2.0% | +11.4% | +10.1% |
| 3M | +9.1% | -2.8% | +11.8% | +10.0% |
| 6M | +26.9% | +2.1% | +24.7% | +25.1% |
| YTD | +47.3% | +11.5% | +35.8% | +38.9% |
| 1Y | +56.7% | +13.5% | +43.3% | +46.4% |
| 3Y | +173.9% | +77.7% | +96.2% | +113.1% |
| All | +173.9% | +79.4% | +94.5% | +113.2% |
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