+38.7%
HNVR vs SPY
+103.4%
-64.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -1.6% | -1.1% | -0.6% | -1.3% |
| 3M | +12.3% | +3.9% | +8.4% | +10.9% |
| 6M | +30.3% | +13.6% | +16.7% | +25.0% |
| YTD | +17.3% | +12.7% | +4.7% | +12.9% |
| 1Y | +20.5% | +17.5% | +3.0% | +14.5% |
| 3Y | +57.3% | +76.9% | -19.6% | +41.2% |
| All | +38.7% | +103.4% | -64.7% | +24.1% |
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 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