-35.1%
SPXS vs HRB
-6.2%
-28.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.4% |
| 7D | +2.5% | -8.0% | +10.5% | +3.0% |
| 30D | +4.2% | -16.0% | +20.2% | +5.3% |
| 3M | -9.3% | +26.9% | -36.2% | -11.3% |
| 6M | -30.7% | +51.1% | -81.8% | -32.5% |
| YTD | -28.1% | +7.1% | -35.1% | -28.4% |
| 1Y | -35.1% | -9.6% | -25.4% | -31.3% |
| All | -35.1% | -6.2% | -28.9% | -31.3% |
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