-83.7%
HOVR vs SPY
+95.2%
-178.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.4% |
| 7D | +4.1% | +0.5% | +3.5% | +3.3% |
| 30D | -17.4% | -0.9% | -16.5% | -16.3% |
| 3M | -26.5% | +3.9% | -30.4% | -29.5% |
| 6M | -13.5% | +14.5% | -28.1% | -24.3% |
| YTD | +12.9% | +12.9% | 0.0% | +0.7% |
| 1Y | +0.6% | +19.4% | -18.8% | -12.6% |
| 3Y | -84.3% | +78.5% | -162.8% | -87.8% |
| All | -83.7% | +95.2% | -178.9% | -87.4% |
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