+1,349.3%
HR vs SPY
+2,959.4%
-1,610.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -5.1% | +0.1% | -5.1% | -5.1% |
| 3M | -1.1% | +2.0% | -3.1% | -3.0% |
| 6M | +4.2% | +13.0% | -8.8% | -5.5% |
| YTD | +17.1% | +13.5% | +3.5% | +5.6% |
| 1Y | +15.0% | +20.0% | -5.0% | -0.8% |
| 3Y | +33.1% | +77.2% | -44.1% | -16.3% |
| 5Y | +10.0% | +81.9% | -71.9% | -33.3% |
| 10Y | +29.8% | +314.1% | -284.2% | -59.5% |
| All | +1,349.3% | +2,959.4% | -1,610.1% | +68.6% |
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