+96.7%
SPYG vs HBM
+460.9%
-364.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.7% | +0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -1.3% |
| 30D | -1.9% | -3.7% | +1.7% | -1.5% |
| 3M | +5.2% | +8.0% | -2.9% | +2.8% |
| 6M | +15.6% | +15.8% | -0.2% | +10.7% |
| YTD | +12.4% | +34.4% | -22.0% | +3.8% |
| 1Y | +17.5% | +98.2% | -80.7% | +0.2% |
| All | +96.7% | +460.9% | -364.1% | +37.1% |
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 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