+54.0%
HRI vs SPY
+78.0%
-24.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.4% | +7.7% | +6.1% |
| 7D | -0.6% | +0.1% | -0.6% | -0.8% |
| 30D | +35.4% | -3.3% | +38.7% | +43.5% |
| 3M | +0.1% | -2.4% | +2.5% | +4.5% |
| 6M | +26.4% | +2.6% | +23.8% | +22.0% |
| YTD | +14.3% | +11.2% | +3.1% | -2.9% |
| 1Y | +24.4% | +13.4% | +11.0% | +2.6% |
| 3Y | +54.0% | +79.9% | -25.9% | -49.0% |
| All | +54.0% | +78.0% | -24.0% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling