+148.8%
HG vs SPY
+81.7%
+67.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | -2.9% | -0.9% | -2.0% | -2.5% |
| 3M | +14.3% | +3.9% | +10.4% | +12.4% |
| 6M | +21.9% | +14.5% | +7.4% | +14.1% |
| YTD | +33.7% | +12.9% | +20.8% | +25.8% |
| 1Y | +55.4% | +19.4% | +36.0% | +41.8% |
| All | +148.8% | +81.7% | +67.0% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling