+152.9%
HNRG vs SPY
+322.5%
-169.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.5% |
| 7D | -7.6% | -0.8% | -6.8% | -6.9% |
| 30D | -2.7% | -1.1% | -1.7% | -1.7% |
| 3M | -4.9% | +3.9% | -8.8% | -8.3% |
| 6M | -18.9% | +13.6% | -32.5% | -28.4% |
| YTD | -19.4% | +12.7% | -32.1% | -28.3% |
| 1Y | -10.3% | +17.5% | -27.9% | -23.2% |
| 3Y | +38.2% | +76.9% | -38.7% | -18.6% |
| 5Y | +501.6% | +83.6% | +418.0% | +238.0% |
| All | +152.9% | +322.5% | -169.5% | -23.7% |
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