+723.7%
HBCP vs SPY
+985.5%
-261.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.9% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | -3.3% | -0.9% | -2.4% | -2.8% |
| 3M | +6.4% | +3.9% | +2.5% | +3.8% |
| 6M | +19.6% | +14.5% | +5.1% | +9.8% |
| YTD | +21.9% | +12.9% | +9.0% | +12.9% |
| 1Y | +25.5% | +19.4% | +6.1% | +12.3% |
| 3Y | +126.3% | +78.5% | +47.8% | +60.6% |
| 5Y | +112.1% | +81.8% | +30.3% | +47.9% |
| 10Y | +199.8% | +311.5% | -111.7% | +46.2% |
| All | +723.7% | +985.5% | -261.8% | +207.3% |
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 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