-2.2%
HIVE vs SPY
+660.4%
-662.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -1.9% |
| 7D | +5.8% | +0.1% | +5.8% | +6.1% |
| 30D | -27.6% | -3.3% | -24.3% | -23.2% |
| 3M | -36.3% | -2.4% | -33.8% | -33.1% |
| 6M | -35.8% | +2.6% | -38.4% | -36.3% |
| YTD | -29.8% | +11.2% | -41.1% | -36.7% |
| 1Y | -61.5% | +13.4% | -74.9% | -66.0% |
| 3Y | -43.6% | +79.9% | -123.5% | -70.8% |
| 5Y | -91.8% | +72.2% | -164.0% | -95.0% |
| 10Y | +1,710.0% | +307.3% | +1,402.7% | +642.9% |
| All | -2.2% | +660.4% | -662.6% | -56.9% |
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