-100.0%
SPXS vs HRB
+421.1%
-521.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +0.4% |
| 7D | +1.2% | -10.6% | +11.9% | -5.9% |
| 30D | +5.2% | -0.8% | +6.0% | +5.3% |
| 3M | -9.2% | +19.1% | -28.2% | +2.8% |
| 6M | -29.6% | +48.7% | -78.3% | -6.9% |
| YTD | -27.6% | +7.1% | -34.7% | -24.2% |
| 1Y | -36.7% | -8.3% | -28.4% | -41.1% |
| 3Y | -79.8% | +25.8% | -105.7% | -74.4% |
| 5Y | -85.9% | +111.1% | -197.0% | -69.1% |
| 10Y | -99.5% | +206.6% | -306.1% | -97.7% |
| All | -100.0% | +421.1% | -521.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling