+3,050.0%
HIVE vs SPY
+311.3%
+2,738.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.4% |
| 7D | +19.3% | +0.5% | +18.8% | +18.2% |
| 30D | +10.9% | -0.9% | +11.9% | +13.2% |
| 3M | -20.5% | +3.9% | -24.3% | -25.8% |
| 6M | +53.7% | +14.5% | +39.1% | +20.7% |
| YTD | +22.1% | +12.9% | +9.2% | 0.0% |
| 1Y | +21.2% | +19.4% | +1.8% | -9.8% |
| 3Y | -5.7% | +78.5% | -84.1% | -65.2% |
| 5Y | -80.3% | +81.8% | -162.0% | -91.6% |
| 10Y | +3,050.0% | +311.5% | +2,738.5% | +133.1% |
| All | +3,050.0% | +311.3% | +2,738.7% | +133.1% |
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 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