-14.4%
HUN vs SPY
+318.9%
-333.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +1.4% | -2.0% | +3.4% | +3.9% |
| 30D | -8.7% | -1.7% | -7.1% | -6.9% |
| 3M | -32.7% | +4.7% | -37.4% | -36.6% |
| 6M | -20.1% | +12.5% | -32.6% | -31.1% |
| YTD | -3.5% | +11.7% | -15.2% | -15.8% |
| 1Y | -7.8% | +17.5% | -25.3% | -24.0% |
| 3Y | -57.1% | +76.6% | -133.7% | -78.4% |
| 5Y | -57.1% | +82.0% | -139.1% | -79.4% |
| All | -14.4% | +318.9% | -333.3% | -88.2% |
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