-85.9%
SPXS vs HBM
+336.0%
-421.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.5% | +9.4% | -1.5% |
| 7D | +6.4% | -3.7% | +10.1% | +4.8% |
| 30D | +6.0% | -3.7% | +9.6% | +4.8% |
| 3M | -11.6% | +8.0% | -19.6% | -6.0% |
| 6M | -28.7% | +15.8% | -44.5% | -18.1% |
| YTD | -26.3% | +34.4% | -60.6% | -7.6% |
| 1Y | -34.9% | +98.2% | -133.1% | +0.5% |
| 3Y | -79.5% | +476.6% | -556.0% | -35.6% |
| 5Y | -85.9% | +331.1% | -417.0% | -54.0% |
| All | -85.9% | +336.0% | -421.9% | -54.0% |
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