+254.8%
SPOT vs HRB
+158.8%
+96.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +3.9% | -1.7% |
| 7D | -2.9% | -9.1% | +6.2% | -1.6% |
| 30D | +8.3% | +0.3% | +8.0% | +8.1% |
| 3M | +5.1% | +23.4% | -18.3% | +1.9% |
| 6M | -6.5% | +45.1% | -51.6% | -11.8% |
| YTD | -9.0% | +8.9% | -17.8% | -11.0% |
| 1Y | -26.4% | -7.9% | -18.5% | -26.5% |
| 3Y | +240.0% | +27.9% | +212.1% | +219.7% |
| 5Y | +111.7% | +108.3% | +3.4% | +87.5% |
| All | +254.8% | +158.8% | +96.0% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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