-44.4%
HAPN vs SPY
+79.8%
-124.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.5% |
| 7D | -5.0% | -2.0% | -3.0% | -0.9% |
| 30D | -13.2% | -1.7% | -11.5% | -9.9% |
| 3M | -3.0% | +4.7% | -7.8% | -11.5% |
| 6M | +14.7% | +12.5% | +2.2% | -9.5% |
| YTD | -11.8% | +11.7% | -23.5% | -28.7% |
| 1Y | +3.0% | +17.5% | -14.5% | -24.2% |
| 3Y | +143.4% | +76.6% | +66.9% | -20.7% |
| 5Y | -44.4% | +82.0% | -126.4% | -79.7% |
| All | -44.4% | +79.8% | -124.2% | -79.7% |
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 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