-28.8%
HGBL vs SPY
+20.8%
-49.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +9.7% | +0.1% | +9.6% | +9.6% |
| 30D | +30.8% | +0.1% | +30.7% | +30.7% |
| 3M | +8.8% | +2.0% | +6.8% | +8.3% |
| 6M | +3.0% | +13.0% | -10.0% | -4.0% |
| YTD | +9.7% | +13.5% | -3.9% | +2.2% |
| 1Y | -28.8% | +20.0% | -48.8% | -32.1% |
| All | -28.8% | +20.8% | -49.6% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling