+38.2%
HAKY vs SPY
+13.7%
+24.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.6% |
| 7D | -8.3% | -0.7% | -7.6% | -7.6% |
| 30D | -6.3% | -1.0% | -5.2% | -5.1% |
| 3M | +1.3% | -0.3% | +1.7% | +1.9% |
| 6M | +34.8% | +7.3% | +27.5% | +26.8% |
| All | +38.2% | +13.7% | +24.5% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling