+1,550.0%
HIVE vs SPY
+308.5%
+1,241.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.0% |
| 7D | +1.2% | +3.3% | -2.1% | -5.5% |
| 30D | -30.4% | -2.7% | -27.7% | -25.5% |
| 3M | -39.8% | -1.7% | -38.0% | -36.6% |
| 6M | -41.5% | +3.1% | -44.6% | -43.2% |
| YTD | -36.0% | +11.9% | -47.9% | -46.0% |
| 1Y | -59.8% | +12.0% | -71.7% | -65.9% |
| 3Y | -47.3% | +78.2% | -125.5% | -80.5% |
| 5Y | -92.4% | +73.2% | -165.6% | -96.5% |
| All | +1,550.0% | +308.5% | +1,241.5% | -90.7% |
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