+39.2%
HVAC vs SPY
+30.3%
+8.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.8% |
| 7D | +6.6% | +0.5% | +6.0% | +5.8% |
| 30D | -3.7% | -0.9% | -2.8% | -2.5% |
| 3M | -12.5% | +3.9% | -16.4% | -16.4% |
| 6M | +2.0% | +14.5% | -12.5% | -13.4% |
| YTD | +12.2% | +12.9% | -0.7% | -2.9% |
| 1Y | +16.6% | +19.4% | -2.8% | -4.7% |
| All | +39.2% | +30.3% | +8.9% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling