-86.7%
HAPN vs SPY
+351.5%
-438.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | -2.7% | +2.6% | -5.3% | -6.6% |
| 30D | +9.5% | -2.0% | +11.5% | +12.9% |
| 3M | -21.0% | -2.8% | -18.2% | -17.4% |
| 6M | +1.3% | +2.1% | -0.8% | -1.6% |
| YTD | -18.0% | +11.5% | -29.5% | -29.9% |
| 1Y | -11.2% | +13.5% | -24.6% | -25.9% |
| 3Y | +199.2% | +77.7% | +121.5% | +31.8% |
| 5Y | -64.6% | +72.6% | -137.2% | -82.3% |
| 10Y | -49.4% | +308.2% | -357.6% | -90.6% |
| All | -86.7% | +351.5% | -438.3% | -97.7% |
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