+5.2%
SSPC vs HBM
-23.6%
+28.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.6% | +4.1% | +10.8% |
| 7D | +11.8% | -5.8% | +17.6% | +6.5% |
| 30D | +44.7% | -18.5% | +63.2% | +26.5% |
| 3M | -40.7% | -10.3% | -30.4% | -43.0% |
| All | +5.2% | -23.6% | +28.8% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling