+99.8%
HZO vs SPY
+20.8%
+78.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.3% |
| 30D | +44.8% | +0.1% | +44.8% | +44.5% |
| 3M | +49.5% | +2.0% | +47.5% | +44.6% |
| 6M | +75.4% | +13.0% | +62.4% | +41.9% |
| YTD | +115.3% | +13.5% | +101.7% | +73.5% |
| 1Y | +99.8% | +20.0% | +79.8% | +46.9% |
| All | +99.8% | +20.8% | +78.9% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling