+33.1%
HVAC vs SPY
+28.9%
+4.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.3% |
| 7D | -0.7% | -2.0% | +1.3% | +2.0% |
| 30D | -8.5% | -1.7% | -6.8% | -6.4% |
| 3M | -11.7% | +4.7% | -16.4% | -16.5% |
| 6M | -4.9% | +12.5% | -17.4% | -17.3% |
| YTD | +7.3% | +11.7% | -4.4% | -5.8% |
| 1Y | +9.3% | +17.5% | -8.2% | -8.9% |
| All | +33.1% | +28.9% | +4.2% | +6.6% |
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