+209.2%
HIBL vs SPY
+173.1%
+36.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.7% | +3.3% |
| 7D | -1.0% | -0.8% | -0.2% | +2.2% |
| 30D | -6.6% | -1.1% | -5.6% | -1.9% |
| 3M | -6.5% | +3.9% | -10.4% | -14.7% |
| 6M | +59.4% | +13.6% | +45.8% | +11.3% |
| YTD | +61.2% | +12.7% | +48.6% | +19.7% |
| 1Y | +92.8% | +17.5% | +75.3% | +28.1% |
| 3Y | +229.5% | +76.9% | +152.6% | -25.4% |
| 5Y | +77.0% | +83.6% | -6.5% | -41.1% |
| All | +209.2% | +173.1% | +36.1% | -44.3% |
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