+343.9%
HACK vs SPY
+315.0%
+28.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.2% | +2.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -11.4% | -3.3% | -8.1% | -8.1% |
| 3M | +0.4% | -2.4% | +2.8% | +3.2% |
| 6M | +35.3% | +2.6% | +32.8% | +32.6% |
| YTD | +44.2% | +11.2% | +32.9% | +30.1% |
| 1Y | +35.5% | +13.4% | +22.1% | +20.0% |
| 3Y | +121.2% | +79.9% | +41.3% | +25.2% |
| 5Y | +72.5% | +72.2% | +0.3% | +2.1% |
| 10Y | +343.9% | +307.3% | +36.6% | +6.5% |
| All | +343.9% | +315.0% | +28.9% | +6.5% |
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