+734.9%
HROW vs SPY
+322.5%
+412.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.6% |
| 7D | -10.5% | -0.8% | -9.8% | -9.9% |
| 30D | -12.4% | -1.1% | -11.3% | -11.5% |
| 3M | -8.4% | +3.9% | -12.3% | -12.3% |
| 6M | -6.7% | +13.6% | -20.3% | -18.2% |
| YTD | -29.6% | +12.7% | -42.3% | -37.7% |
| 1Y | -12.6% | +17.5% | -30.1% | -25.4% |
| 3Y | +107.6% | +76.9% | +30.7% | +23.5% |
| 5Y | +235.4% | +83.6% | +151.8% | +89.9% |
| All | +734.9% | +322.5% | +412.4% | +171.5% |
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