+38.2%
HNRG vs SPY
+77.0%
-38.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.9% |
| 7D | -7.6% | -0.8% | -6.8% | -6.6% |
| 30D | -2.7% | -1.1% | -1.7% | -1.3% |
| 3M | -4.9% | +3.9% | -8.8% | -9.6% |
| 6M | -18.9% | +13.6% | -32.5% | -31.2% |
| YTD | -19.4% | +12.7% | -32.1% | -30.9% |
| 1Y | -10.3% | +17.5% | -27.9% | -27.0% |
| 3Y | +38.2% | +76.9% | -38.7% | -22.5% |
| All | +38.2% | +77.0% | -38.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling