-100.0%
SPXS vs HBM
+649.7%
-749.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.2% |
| 7D | +1.2% | +5.5% | -4.3% | +3.7% |
| 30D | +5.2% | +3.3% | +1.9% | +7.1% |
| 3M | -9.2% | +12.7% | -21.8% | -1.8% |
| 6M | -29.6% | +28.2% | -57.8% | -16.0% |
| YTD | -27.6% | +45.3% | -72.9% | -7.5% |
| 1Y | -36.7% | +121.7% | -158.4% | -0.5% |
| 3Y | -79.8% | +523.5% | -603.4% | -41.0% |
| 5Y | -85.9% | +393.9% | -479.8% | -53.4% |
| 10Y | -99.5% | +647.9% | -747.4% | -96.6% |
| All | -100.0% | +649.7% | -749.7% | -99.9% |
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