-100.0%
HURA vs SPY
+530.0%
-630.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.8% |
| 7D | -14.7% | +2.6% | -17.3% | -16.5% |
| 30D | -21.0% | -2.0% | -19.0% | -19.4% |
| 3M | -39.6% | -2.8% | -36.8% | -37.9% |
| 6M | -44.6% | +2.1% | -46.8% | -45.1% |
| YTD | +83.6% | +11.5% | +72.1% | +72.3% |
| 1Y | -31.9% | +13.5% | -45.3% | -36.7% |
| 3Y | -89.2% | +77.7% | -166.9% | -92.7% |
| 5Y | -99.9% | +72.6% | -172.5% | -99.9% |
| 10Y | -100.0% | +308.2% | -408.2% | -100.0% |
| All | -100.0% | +530.0% | -630.0% | -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 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