+797.6%
HURN vs SPY
+899.4%
-101.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +1.7% | +2.6% | -0.9% | -0.4% |
| 30D | -3.2% | -2.0% | -1.2% | -2.3% |
| 3M | +9.2% | -2.8% | +12.0% | +10.9% |
| 6M | +64.0% | +2.1% | +61.8% | +58.3% |
| YTD | -1.9% | +11.5% | -13.4% | -12.1% |
| 1Y | +4.9% | +13.5% | -8.6% | -7.4% |
| 3Y | +56.5% | +77.7% | -21.2% | -4.3% |
| 5Y | +223.6% | +72.6% | +151.0% | +98.6% |
| 10Y | +235.3% | +308.2% | -72.9% | +2.6% |
| All | +797.6% | +899.4% | -101.9% | +34.4% |
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 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