-68.5%
HROW vs SPY
+607.3%
-675.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +2.4% | +0.5% | +1.8% | +2.1% |
| 30D | -6.4% | -0.9% | -5.5% | -6.0% |
| 3M | +14.4% | +3.9% | +10.5% | +11.9% |
| 6M | +4.1% | +14.5% | -10.4% | -2.8% |
| YTD | -22.8% | +12.9% | -35.7% | -27.3% |
| 1Y | -4.8% | +19.4% | -24.2% | -12.5% |
| 3Y | +155.1% | +78.5% | +76.6% | +99.0% |
| 5Y | +264.6% | +81.8% | +182.9% | +181.2% |
| 10Y | +788.5% | +311.5% | +477.0% | +451.6% |
| All | -68.5% | +607.3% | -675.7% | -81.7% |
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