+120.1%
SPOT vs HBM
+194.0%
-74.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | +1.6% | +2.2% | -0.7% | +1.2% |
| 30D | +16.9% | -11.8% | +28.7% | +18.5% |
| 3M | +23.0% | -19.2% | +42.2% | +25.5% |
| 6M | +42.2% | -22.9% | +65.1% | +44.3% |
| YTD | +5.5% | +7.8% | -2.3% | -0.8% |
| 1Y | -5.1% | +34.9% | -40.0% | -14.8% |
| 3Y | +257.9% | +422.2% | -164.3% | +133.0% |
| All | +120.1% | +194.0% | -74.0% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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