+56.0%
SHBI vs SPY
+79.8%
-23.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | +0.4% | -2.0% | +2.4% | +1.8% |
| 30D | -1.2% | -1.7% | +0.5% | -0.1% |
| 3M | +6.4% | +4.7% | +1.7% | +2.8% |
| 6M | +31.8% | +12.5% | +19.3% | +20.9% |
| YTD | +34.9% | +11.7% | +23.2% | +24.4% |
| 1Y | +41.7% | +17.5% | +24.2% | +26.0% |
| 3Y | +137.1% | +76.6% | +60.6% | +65.3% |
| 5Y | +56.0% | +82.0% | -26.0% | +7.9% |
| All | +56.0% | +79.8% | -23.8% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling