+190.2%
HIBL vs SPY
+170.8%
+19.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -4.2% |
| 7D | -3.7% | -2.0% | -1.7% | +4.0% |
| 30D | -7.6% | -1.7% | -6.0% | -0.8% |
| 3M | +2.2% | +4.7% | -2.6% | -9.1% |
| 6M | +49.3% | +12.5% | +36.8% | +8.0% |
| YTD | +51.3% | +11.7% | +39.6% | +15.9% |
| 1Y | +89.3% | +17.5% | +71.8% | +25.9% |
| 3Y | +211.5% | +76.6% | +134.9% | -29.0% |
| 5Y | +66.2% | +82.0% | -15.8% | -42.9% |
| All | +190.2% | +170.8% | +19.4% | -46.0% |
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 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