+203.2%
HBCP vs SPY
+318.9%
-115.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.5% |
| 7D | -0.6% | -2.0% | +1.4% | +1.2% |
| 30D | -3.1% | -1.7% | -1.4% | -1.6% |
| 3M | +3.4% | +4.7% | -1.3% | -1.2% |
| 6M | +18.9% | +12.5% | +6.4% | +5.8% |
| YTD | +21.9% | +11.7% | +10.2% | +9.2% |
| 1Y | +27.0% | +17.5% | +9.5% | +8.3% |
| 3Y | +126.3% | +76.6% | +49.7% | +31.0% |
| 5Y | +112.9% | +82.0% | +30.9% | +17.5% |
| All | +203.2% | +318.9% | -115.7% | -20.6% |
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