+36.5%
HVAC vs SPY
+31.0%
+5.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +3.2% | +0.1% | +3.0% | +3.0% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -18.4% | +2.0% | -20.4% | -20.2% |
| 6M | -5.8% | +13.0% | -18.8% | -18.8% |
| YTD | +10.0% | +13.5% | -3.5% | -5.5% |
| 1Y | +13.7% | +20.0% | -6.2% | -7.7% |
| All | +36.5% | +31.0% | +5.4% | +7.0% |
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 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