+174.9%
HG vs SPY
+79.4%
+95.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | +10.5% | -2.4% | +12.9% | +11.4% |
| 3M | +9.4% | -1.2% | +10.6% | +9.7% |
| 6M | +24.7% | +3.3% | +21.4% | +22.4% |
| YTD | +47.8% | +12.3% | +35.5% | +39.0% |
| 1Y | +57.1% | +12.4% | +44.6% | +47.6% |
| All | +174.9% | +79.4% | +95.5% | +112.7% |
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