-24.8%
HUN vs SPY
+828.6%
-853.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.9% |
| 7D | +0.8% | +2.6% | -1.7% | -2.4% |
| 30D | +15.7% | -2.0% | +17.6% | +18.0% |
| 3M | -6.8% | -2.8% | -4.0% | -4.1% |
| 6M | -32.8% | +2.1% | -34.9% | -35.3% |
| YTD | -2.6% | +11.5% | -14.1% | -16.0% |
| 1Y | +12.1% | +13.5% | -1.3% | -5.2% |
| 3Y | -54.1% | +77.7% | -131.8% | -78.0% |
| 5Y | -65.4% | +72.6% | -138.0% | -83.1% |
| 10Y | -27.6% | +308.2% | -335.8% | -88.3% |
| All | -24.8% | +828.6% | -853.4% | -95.2% |
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 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