+373.9%
HRI vs SPY
+307.0%
+66.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | +8.9% | +2.6% | +6.3% | +4.3% |
| 30D | +34.3% | -2.0% | +36.3% | +39.6% |
| 3M | -1.5% | -2.8% | +1.3% | +4.1% |
| 6M | +22.0% | +2.1% | +19.9% | +18.3% |
| YTD | +13.1% | +11.5% | +1.6% | -5.9% |
| 1Y | +27.0% | +13.5% | +13.5% | +2.5% |
| 3Y | +47.4% | +77.7% | -30.3% | -46.4% |
| 5Y | -7.7% | +72.6% | -80.3% | -63.3% |
| All | +373.9% | +307.0% | +66.9% | -54.1% |
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