-98.6%
HURA vs SPY
+76.5%
-175.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.7% |
| 7D | -3.8% | -0.4% | -3.5% | -3.5% |
| 30D | -6.5% | -1.4% | -5.1% | -5.1% |
| 3M | -0.5% | +3.7% | -4.2% | -4.1% |
| 6M | +18.9% | +13.0% | +5.9% | +7.0% |
| YTD | +165.5% | +12.4% | +153.1% | +141.3% |
| 1Y | -14.5% | +18.5% | -33.0% | -23.9% |
| All | -98.6% | +76.5% | -175.1% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling