+95.8%
HSBH vs SPY
+41.0%
+54.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -2.5% | -2.0% | -0.5% | -0.9% |
| 30D | +0.7% | -1.7% | +2.3% | +2.1% |
| 3M | +18.5% | +4.7% | +13.7% | +13.9% |
| 6M | +23.1% | +12.5% | +10.6% | +11.7% |
| YTD | +34.6% | +11.7% | +22.8% | +23.0% |
| 1Y | +55.7% | +17.5% | +38.2% | +37.3% |
| All | +95.8% | +41.0% | +54.8% | +49.8% |
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