+60.0%
HARD vs SPY
+99.1%
-39.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.3% |
| 7D | +6.7% | -0.8% | +7.4% | +6.7% |
| 30D | +13.0% | -1.1% | +14.0% | +13.0% |
| 3M | +12.1% | +3.9% | +8.2% | +11.7% |
| 6M | +4.4% | +13.6% | -9.2% | +3.2% |
| YTD | +23.3% | +12.7% | +10.6% | +22.0% |
| 1Y | +23.5% | +17.5% | +6.0% | +21.2% |
| 3Y | +55.1% | +76.9% | -21.8% | +48.9% |
| All | +60.0% | +99.1% | -39.1% | +56.3% |
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