-100.0%
HURA vs SPY
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.5% |
| 7D | -3.3% | -2.0% | -1.3% | -1.5% |
| 30D | -11.7% | -1.7% | -10.1% | -10.4% |
| 3M | -2.4% | +4.7% | -7.1% | -6.2% |
| 6M | +12.8% | +12.5% | +0.3% | +3.0% |
| YTD | +168.2% | +11.7% | +156.4% | +148.2% |
| 1Y | -14.3% | +17.5% | -31.8% | -23.4% |
| 3Y | -98.7% | +76.6% | -175.3% | -99.2% |
| 5Y | -99.9% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +318.9% | -418.9% | -100.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling