+35.3%
HR vs SPY
+312.5%
-277.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -2.0% | -0.4% | -1.7% | -1.8% |
| 30D | -2.5% | -1.4% | -1.2% | -1.7% |
| 3M | -6.1% | +3.7% | -9.8% | -8.6% |
| 6M | +5.1% | +13.0% | -7.9% | -3.5% |
| YTD | +15.8% | +12.4% | +3.4% | +6.5% |
| 1Y | +6.5% | +18.5% | -12.0% | -5.7% |
| 3Y | +38.7% | +77.6% | -39.0% | -9.4% |
| 5Y | +11.5% | +81.7% | -70.2% | -29.2% |
| 10Y | +35.3% | +319.7% | -284.4% | -52.9% |
| All | +35.3% | +312.5% | -277.2% | -52.9% |
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