+84.9%
SPYG vs HBM
+336.0%
-251.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.7% | +0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -1.2% |
| 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% | +0.4% |
| 3Y | +98.1% | +476.6% | -378.5% | +34.1% |
| 5Y | +84.9% | +331.1% | -246.2% | +29.6% |
| All | +84.9% | +336.0% | -251.1% | +29.6% |
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