-85.9%
SPXS vs HRB
+109.9%
-195.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.7% |
| 7D | +6.4% | -12.2% | +18.6% | +1.9% |
| 30D | +6.0% | -3.0% | +8.9% | +5.5% |
| 3M | -11.6% | +21.7% | -33.3% | -4.2% |
| 6M | -28.7% | +52.3% | -81.0% | -14.8% |
| YTD | -26.3% | +6.5% | -32.8% | -26.4% |
| 1Y | -34.9% | -6.7% | -28.2% | -39.5% |
| 3Y | -79.5% | +25.1% | -104.6% | -75.2% |
| 5Y | -85.9% | +113.8% | -199.7% | -75.1% |
| All | -85.9% | +109.9% | -195.8% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling