+721.5%
HURN vs SPY
+917.9%
-196.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +3.7% | +0.1% | +3.7% | +3.7% |
| 3M | +44.9% | +2.0% | +42.9% | +41.1% |
| 6M | +4.7% | +13.0% | -8.3% | -6.4% |
| YTD | -10.2% | +13.5% | -23.7% | -20.1% |
| 1Y | +7.0% | +20.0% | -13.0% | -9.0% |
| 3Y | +54.1% | +77.2% | -23.1% | -5.0% |
| 5Y | +214.0% | +81.9% | +132.1% | +85.8% |
| 10Y | +143.9% | +314.1% | -170.2% | -25.6% |
| All | +721.5% | +917.9% | -196.3% | +22.1% |
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