-83.7%
HOVR vs SPY
+94.8%
-178.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.3% |
| 7D | -1.2% | -0.8% | -0.4% | -0.1% |
| 30D | -16.6% | -1.1% | -15.5% | -15.3% |
| 3M | -26.5% | +3.9% | -30.4% | -29.6% |
| 6M | -13.5% | +13.6% | -27.1% | -23.6% |
| YTD | +12.9% | +12.7% | +0.3% | +1.0% |
| 1Y | -4.0% | +17.5% | -21.6% | -15.7% |
| 3Y | -84.3% | +76.9% | -161.2% | -87.7% |
| All | -83.7% | +94.8% | -178.5% | -87.3% |
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