+141.2%
HURN vs SPY
+322.5%
-181.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.3% |
| 7D | -3.4% | -0.8% | -2.7% | -2.9% |
| 30D | -0.3% | -1.1% | +0.8% | +0.6% |
| 3M | +40.9% | +3.9% | +37.0% | +35.7% |
| 6M | +11.1% | +13.6% | -2.5% | -1.0% |
| YTD | -13.3% | +12.7% | -26.0% | -22.3% |
| 1Y | +5.7% | +17.5% | -11.8% | -8.5% |
| 3Y | +49.7% | +76.9% | -27.2% | -8.0% |
| 5Y | +205.4% | +83.6% | +121.8% | +78.7% |
| All | +141.2% | +322.5% | -181.3% | -37.0% |
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