+322.3%
HACK vs SPY
+318.9%
+3.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -0.9% | -2.0% | +1.1% | +1.1% |
| 30D | -7.0% | -1.7% | -5.3% | -5.3% |
| 3M | +17.4% | +4.7% | +12.7% | +12.3% |
| 6M | +41.8% | +12.5% | +29.3% | +26.2% |
| YTD | +37.5% | +11.7% | +25.8% | +23.3% |
| 1Y | +28.7% | +17.5% | +11.2% | +9.8% |
| 3Y | +110.4% | +76.6% | +33.9% | +20.9% |
| 5Y | +73.5% | +82.0% | -8.5% | -2.8% |
| All | +322.3% | +318.9% | +3.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling