+143.1%
HNGE vs SPY
+32.7%
+110.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -0.6% | -0.4% | -0.2% | -0.2% |
| 30D | -0.3% | -1.4% | +1.1% | +1.5% |
| 3M | +45.4% | +3.7% | +41.7% | +38.9% |
| 6M | +98.5% | +13.0% | +85.5% | +67.4% |
| YTD | +96.6% | +12.4% | +84.2% | +67.4% |
| 1Y | +59.3% | +18.5% | +40.8% | +20.0% |
| All | +143.1% | +32.7% | +110.4% | +53.4% |
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 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