+1,598.9%
SPYG vs HBM
+613.3%
+985.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.4% | -6.4% | +6.7% | +1.3% |
| 30D | -0.4% | +5.9% | -6.4% | -1.5% |
| 3M | +0.5% | -8.9% | +9.5% | +1.2% |
| 6M | +17.5% | +10.7% | +6.8% | +14.2% |
| YTD | +14.3% | +38.3% | -23.9% | +6.9% |
| 1Y | +21.7% | +121.3% | -99.6% | +5.7% |
| 3Y | +98.6% | +450.6% | -352.0% | +47.0% |
| 5Y | +85.1% | +338.0% | -252.9% | +36.4% |
| 10Y | +412.0% | +578.6% | -166.6% | +212.5% |
| All | +1,598.9% | +613.3% | +985.6% | +750.6% |
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 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