+227.9%
HRI vs SPY
+688.5%
-460.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.1% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -16.1% | +0.1% | -16.2% | -16.2% |
| 3M | +0.8% | +2.0% | -1.2% | -2.5% |
| 6M | +3.2% | +13.0% | -9.8% | -17.0% |
| YTD | -3.6% | +13.5% | -17.2% | -23.1% |
| 1Y | +11.4% | +20.0% | -8.6% | -19.7% |
| 3Y | +11.4% | +77.2% | -65.7% | -60.3% |
| 5Y | +18.3% | +81.9% | -63.6% | -58.8% |
| 10Y | +347.5% | +314.1% | +33.5% | -60.4% |
| All | +227.9% | +688.5% | -460.7% | -89.2% |
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