-100.0%
HIBS vs SPY
+173.1%
-273.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.6% | -3.3% |
| 7D | +0.2% | -0.8% | +1.0% | -2.6% |
| 30D | +1.9% | -1.1% | +2.9% | -1.4% |
| 3M | -13.8% | +3.9% | -17.7% | +7.8% |
| 6M | -58.1% | +13.6% | -71.7% | -17.2% |
| YTD | -62.4% | +12.7% | -75.1% | -24.8% |
| 1Y | -72.1% | +17.5% | -89.6% | -29.8% |
| 3Y | -94.7% | +76.9% | -171.6% | +26.7% |
| 5Y | -98.1% | +83.6% | -181.7% | +23.7% |
| All | -100.0% | +173.1% | -273.0% | -68.1% |
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 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