-100.0%
SPXU vs HBM
+360.8%
-460.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +4.1% |
| 7D | -1.5% | +7.4% | -8.8% | +1.6% |
| 30D | +3.7% | +5.1% | -1.3% | +6.3% |
| 3M | -9.6% | +11.1% | -20.7% | -3.0% |
| 6M | -32.4% | +30.2% | -62.6% | -19.1% |
| YTD | -28.7% | +46.2% | -74.9% | -9.1% |
| 1Y | -38.2% | +120.0% | -158.3% | -4.1% |
| 3Y | -80.4% | +527.4% | -607.9% | -44.0% |
| 5Y | -86.0% | +400.4% | -486.4% | -54.9% |
| 10Y | -99.5% | +621.5% | -721.0% | -96.6% |
| All | -100.0% | +360.8% | -460.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling