+215.1%
HAP vs SPY
+311.3%
-96.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +1.8% | +0.5% | +1.3% | +1.4% |
| 30D | +7.6% | -0.9% | +8.5% | +8.4% |
| 3M | +11.2% | +3.9% | +7.3% | +7.6% |
| 6M | +11.1% | +14.5% | -3.4% | -1.0% |
| YTD | +30.3% | +12.9% | +17.4% | +17.4% |
| 1Y | +44.3% | +19.4% | +24.9% | +24.0% |
| 3Y | +70.8% | +78.5% | -7.7% | +2.3% |
| 5Y | +95.7% | +81.8% | +13.9% | +13.9% |
| 10Y | +215.1% | +311.5% | -96.4% | -12.2% |
| All | +215.1% | +311.3% | -96.2% | -12.2% |
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