+390.4%
HAP vs SPY
+1,049.0%
-658.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | -0.1% |
| 7D | +0.7% | +0.1% | +0.7% | +0.5% |
| 30D | +0.2% | -3.3% | +3.5% | +3.3% |
| 3M | +2.0% | -2.4% | +4.5% | +4.2% |
| 6M | +2.3% | +2.6% | -0.3% | -0.7% |
| YTD | +23.6% | +11.2% | +12.4% | +10.6% |
| 1Y | +32.3% | +13.4% | +18.9% | +16.1% |
| 3Y | +72.6% | +79.9% | -7.3% | -6.4% |
| 5Y | +75.4% | +72.2% | +3.2% | -2.4% |
| 10Y | +203.0% | +307.3% | -104.4% | -35.2% |
| All | +390.4% | +1,049.0% | -658.7% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling