+70.7%
HACK vs SPY
+82.0%
-11.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | -3.4% | +0.1% | -3.5% | -3.3% |
| 3M | +9.5% | +2.0% | +7.5% | +7.4% |
| 6M | +45.9% | +13.0% | +32.9% | +27.9% |
| YTD | +37.8% | +13.5% | +24.3% | +20.3% |
| 1Y | +32.9% | +20.0% | +13.0% | +9.4% |
| 3Y | +108.9% | +77.2% | +31.7% | +13.7% |
| All | +70.7% | +82.0% | -11.4% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling