-62.8%
HNST vs SPY
+98.7%
-161.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +54.5% | +0.1% | +54.5% | +54.4% |
| 3M | +80.9% | +2.0% | +78.9% | +75.0% |
| 6M | +103.1% | +13.0% | +90.1% | +67.2% |
| YTD | +130.6% | +13.5% | +117.1% | +88.0% |
| 1Y | +49.9% | +20.0% | +29.9% | +12.6% |
| 3Y | +299.3% | +77.2% | +222.1% | +68.7% |
| 5Y | -43.7% | +81.9% | -125.6% | -76.2% |
| All | -62.8% | +98.7% | -161.5% | -84.6% |
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