+264.0%
SPOT vs HBM
+309.2%
-45.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.0% |
| 7D | -0.9% | -6.4% | +5.4% | +0.1% |
| 30D | +12.5% | +5.9% | +6.6% | +11.1% |
| 3M | +9.9% | -8.9% | +18.8% | +10.3% |
| 6M | +1.6% | +10.7% | -9.1% | -2.5% |
| YTD | -6.6% | +38.3% | -44.9% | -14.5% |
| 1Y | -22.9% | +121.3% | -144.3% | -36.0% |
| 3Y | +244.3% | +450.6% | -206.3% | +132.5% |
| 5Y | +117.8% | +338.0% | -220.2% | +46.9% |
| All | +264.0% | +309.2% | -45.2% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling