-100.0%
HURA vs SPY
+321.4%
-421.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.8% |
| 7D | -3.8% | -0.4% | -3.5% | -3.5% |
| 30D | -6.5% | -1.4% | -5.1% | -5.3% |
| 3M | -0.5% | +3.7% | -4.2% | -3.5% |
| 6M | +18.9% | +13.0% | +5.9% | +8.1% |
| YTD | +165.5% | +12.4% | +153.1% | +144.4% |
| 1Y | -14.5% | +18.5% | -33.0% | -24.1% |
| 3Y | -98.7% | +77.6% | -176.3% | -99.2% |
| 5Y | -99.9% | +81.7% | -181.6% | -100.0% |
| All | -100.0% | +321.4% | -421.4% | -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 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