-1.4%
HTRB vs SPY
+82.3%
-83.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.1% | -0.8% | -0.4% | -1.1% |
| 30D | -1.3% | -1.1% | -0.2% | -1.2% |
| 3M | -2.0% | +3.9% | -5.8% | -2.3% |
| 6M | -1.7% | +13.6% | -15.3% | -2.7% |
| YTD | -1.4% | +12.7% | -14.1% | -2.3% |
| 1Y | -0.8% | +17.5% | -18.3% | -2.0% |
| 3Y | +14.4% | +76.9% | -62.5% | +8.8% |
| All | -1.4% | +82.3% | -83.7% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling