-30.4%
SPXS vs HRB
+16.9%
-47.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.3% | -5.1% |
| 7D | +2.2% | +16.0% | -13.9% | +1.3% |
| 30D | +3.8% | +32.1% | -28.3% | +2.3% |
| 3M | +3.3% | +21.5% | -18.2% | +1.9% |
| 6M | -16.7% | +82.1% | -98.8% | -19.2% |
| YTD | -28.5% | +31.6% | -60.2% | -32.0% |
| 1Y | -30.4% | +15.9% | -46.3% | -32.5% |
| All | -30.4% | +16.9% | -47.3% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling