-48.2%
HNST vs SPY
+79.8%
-128.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | -9.2% | -2.0% | -7.2% | -6.3% |
| 30D | +1.9% | -1.7% | +3.6% | +4.7% |
| 3M | +53.5% | +4.7% | +48.7% | +42.6% |
| 6M | +83.1% | +12.5% | +70.6% | +51.5% |
| YTD | +105.8% | +11.7% | +94.1% | +71.6% |
| 1Y | +40.1% | +17.5% | +22.6% | +8.3% |
| 3Y | +276.6% | +76.6% | +200.0% | +56.7% |
| 5Y | -48.2% | +82.0% | -130.3% | -78.0% |
| All | -48.2% | +79.8% | -128.0% | -78.0% |
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