-24.8%
HUN vs SPY
+845.7%
-870.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -5.1% | +0.1% | -5.2% | -5.3% |
| 3M | -32.2% | +2.0% | -34.2% | -34.2% |
| 6M | -24.4% | +13.0% | -37.4% | -35.5% |
| YTD | -2.6% | +13.5% | -16.1% | -17.3% |
| 1Y | -8.9% | +20.0% | -28.8% | -27.6% |
| 3Y | -60.5% | +77.2% | -137.7% | -80.9% |
| 5Y | -55.8% | +81.9% | -137.7% | -79.7% |
| 10Y | -23.6% | +314.1% | -337.7% | -87.7% |
| All | -24.8% | +845.7% | -870.5% | -95.3% |
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