+304.6%
HRI vs SPY
+679.8%
-375.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.3% | +3.2% |
| 7D | +9.8% | -0.9% | +10.7% | +12.0% |
| 30D | +36.7% | -2.4% | +39.0% | +43.3% |
| 3M | +2.2% | -1.2% | +3.3% | +4.8% |
| 6M | +29.1% | +3.3% | +25.8% | +22.3% |
| YTD | +18.9% | +12.3% | +6.6% | -2.9% |
| 1Y | +25.7% | +12.4% | +13.3% | +2.6% |
| 3Y | +55.7% | +78.8% | -23.2% | -45.4% |
| 5Y | -2.5% | +75.2% | -77.7% | -63.5% |
| 10Y | +399.5% | +311.1% | +88.4% | -55.2% |
| All | +304.6% | +679.8% | -375.2% | -86.4% |
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