+135.9%
HNGE vs SPY
+33.0%
+102.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.1% |
| 30D | +2.6% | -1.1% | +3.7% | +4.1% |
| 3M | +36.8% | +3.9% | +33.0% | +30.4% |
| 6M | +95.0% | +13.6% | +81.4% | +63.2% |
| YTD | +90.7% | +12.7% | +78.0% | +61.9% |
| 1Y | +47.7% | +17.5% | +30.2% | +14.0% |
| All | +135.9% | +33.0% | +102.8% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling