+315.5%
HZO vs SPY
+1,023.8%
-708.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.8% |
| 7D | +0.1% | -2.0% | +2.1% | +2.6% |
| 30D | -0.5% | -1.7% | +1.2% | +1.5% |
| 3M | +60.1% | +4.7% | +55.4% | +50.8% |
| 6M | +94.6% | +12.5% | +82.1% | +68.3% |
| YTD | +115.4% | +11.7% | +103.7% | +88.9% |
| 1Y | +105.6% | +17.5% | +88.1% | +69.9% |
| 3Y | +66.6% | +76.6% | -9.9% | -13.8% |
| 5Y | +9.1% | +82.0% | -73.0% | -45.2% |
| 10Y | +179.0% | +317.1% | -138.1% | -47.4% |
| All | +315.5% | +1,023.8% | -708.2% | -67.4% |
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