+115.3%
SPOT vs HBM
+327.6%
-212.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | +7.4% | -4.8% | +12.2% | +7.9% |
| 3M | +8.2% | -0.4% | +8.6% | +7.2% |
| 6M | +2.2% | +17.9% | -15.7% | -2.8% |
| YTD | -9.5% | +33.7% | -43.2% | -16.8% |
| 1Y | -23.8% | +95.6% | -119.4% | -35.5% |
| 3Y | +233.5% | +458.1% | -224.7% | +119.9% |
| All | +115.3% | +327.6% | -212.4% | +52.5% |
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