+289.0%
HRI vs SPY
+672.5%
-383.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.4% | +7.7% | +5.7% |
| 7D | -0.6% | +0.1% | -0.6% | -0.8% |
| 30D | +35.4% | -3.3% | +38.7% | +44.4% |
| 3M | +0.1% | -2.4% | +2.5% | +5.0% |
| 6M | +26.4% | +2.6% | +23.8% | +21.3% |
| YTD | +14.3% | +11.2% | +3.1% | -5.1% |
| 1Y | +24.4% | +13.4% | +11.0% | -0.1% |
| 3Y | +54.0% | +79.9% | -25.9% | -46.6% |
| 5Y | -6.8% | +72.2% | -79.0% | -63.9% |
| 10Y | +414.6% | +307.3% | +107.2% | -53.1% |
| All | +289.0% | +672.5% | -383.6% | -86.7% |
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