+180.5%
HZO vs SPY
+322.5%
-141.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -1.1% |
| 7D | +0.1% | -0.8% | +0.9% | +1.1% |
| 30D | +0.2% | -1.1% | +1.2% | +1.5% |
| 3M | +55.3% | +3.9% | +51.4% | +47.2% |
| 6M | +91.9% | +13.6% | +78.3% | +62.0% |
| YTD | +115.5% | +12.7% | +102.8% | +84.9% |
| 1Y | +95.6% | +17.5% | +78.1% | +59.3% |
| 3Y | +65.3% | +76.9% | -11.6% | -17.5% |
| 5Y | +9.1% | +83.6% | -74.5% | -47.4% |
| All | +180.5% | +322.5% | -141.9% | -60.7% |
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