-47.4%
HNST vs SPY
+72.1%
-119.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +5.0% |
| 7D | +7.4% | +2.6% | +4.8% | +3.4% |
| 30D | -1.1% | -2.0% | +0.9% | +1.9% |
| 3M | -0.3% | -2.8% | +2.5% | +4.1% |
| 6M | +51.5% | +2.1% | +49.4% | +45.9% |
| YTD | +94.4% | +11.5% | +82.9% | +62.1% |
| 1Y | +93.6% | +13.5% | +80.2% | +56.8% |
| 3Y | +259.5% | +77.7% | +181.8% | +47.3% |
| All | -47.4% | +72.1% | -119.5% | -76.1% |
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