+244.4%
HURC vs SPY
+3,059.5%
-2,815.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | +6.0% | -0.4% | +6.4% | +6.4% |
| 30D | +3.9% | -1.4% | +5.2% | +5.2% |
| 3M | +4.9% | +3.7% | +1.2% | +1.6% |
| 6M | +45.3% | +13.0% | +32.3% | +29.7% |
| YTD | +46.0% | +12.4% | +33.6% | +31.1% |
| 1Y | +28.9% | +18.5% | +10.4% | +10.3% |
| 3Y | +9.6% | +77.6% | -68.1% | -35.3% |
| 5Y | -27.3% | +81.7% | -108.9% | -59.5% |
| 10Y | -5.6% | +319.7% | -325.2% | -75.3% |
| All | +244.4% | +3,059.5% | -2,815.1% | -70.8% |
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