-86.3%
SPXU vs HBM
+327.6%
-413.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.6% |
| 7D | +2.5% | -3.3% | +5.8% | +1.1% |
| 30D | +4.2% | -4.8% | +9.0% | +2.4% |
| 3M | -9.3% | -0.4% | -8.8% | -7.2% |
| 6M | -30.7% | +17.9% | -48.6% | -19.7% |
| YTD | -28.1% | +33.7% | -61.8% | -10.1% |
| 1Y | -35.2% | +95.6% | -130.8% | -0.6% |
| 3Y | -79.9% | +458.1% | -538.1% | -38.1% |
| All | -86.3% | +327.6% | -413.9% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling