-79.4%
SPXU vs HBM
+460.9%
-540.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.5% | +9.4% | -1.2% |
| 7D | +6.4% | -3.7% | +10.1% | +4.9% |
| 30D | +5.9% | -3.7% | +9.6% | +4.9% |
| 3M | -11.7% | +8.0% | -19.7% | -6.4% |
| 6M | -28.7% | +15.8% | -44.5% | -18.7% |
| YTD | -26.4% | +34.4% | -60.7% | -8.6% |
| 1Y | -35.2% | +98.2% | -133.4% | -1.6% |
| All | -79.4% | +460.9% | -540.3% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling