+92.5%
HAP vs SPY
+82.0%
+10.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +8.1% | +0.1% | +8.1% | +8.0% |
| 3M | +6.6% | +2.0% | +4.6% | +5.0% |
| 6M | +8.3% | +13.0% | -4.7% | -0.6% |
| YTD | +29.5% | +13.5% | +16.0% | +18.5% |
| 1Y | +44.6% | +20.0% | +24.6% | +27.2% |
| 3Y | +67.6% | +77.2% | -9.6% | +10.2% |
| All | +92.5% | +82.0% | +10.5% | +21.4% |
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