-100.0%
SPXU vs HRB
+483.8%
-583.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | -2.3% |
| 7D | -1.5% | -9.1% | +7.6% | -6.9% |
| 30D | +3.7% | +0.3% | +3.5% | +4.6% |
| 3M | -9.6% | +23.4% | -33.0% | +3.8% |
| 6M | -32.4% | +45.1% | -77.5% | -13.8% |
| YTD | -28.7% | +8.9% | -37.6% | -24.7% |
| 1Y | -38.2% | -7.9% | -30.3% | -42.0% |
| 3Y | -80.4% | +27.9% | -108.4% | -75.2% |
| 5Y | -86.0% | +108.3% | -194.4% | -71.2% |
| 10Y | -99.5% | +208.4% | -308.0% | -97.8% |
| All | -100.0% | +483.8% | -583.8% | -99.9% |
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