-97.7%
HGBL vs SPY
+2,986.6%
-3,084.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | +3.7% | -0.8% | +4.4% | +4.1% |
| 30D | +31.8% | -1.1% | +32.8% | +32.5% |
| 3M | +8.5% | +3.9% | +4.6% | +6.0% |
| 6M | +12.8% | +13.6% | -0.8% | +5.0% |
| YTD | +13.7% | +12.7% | +1.0% | +6.3% |
| 1Y | -23.8% | +17.5% | -41.3% | -30.4% |
| 3Y | -54.5% | +76.9% | -131.4% | -67.0% |
| 5Y | -35.0% | +83.6% | -118.6% | -54.4% |
| 10Y | +193.7% | +320.7% | -126.9% | +30.6% |
| All | -97.7% | +2,986.6% | -3,084.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling