+1,479.2%
HCC vs SPY
+277.3%
+1,202.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -3.9% | -0.4% | -3.5% | -3.6% |
| 30D | +9.4% | -1.4% | +10.8% | +10.7% |
| 3M | +10.3% | +3.7% | +6.6% | +6.5% |
| 6M | +32.4% | +13.0% | +19.4% | +17.7% |
| YTD | +18.7% | +12.4% | +6.3% | +6.1% |
| 1Y | +79.7% | +18.5% | +61.1% | +52.9% |
| 3Y | +151.1% | +77.6% | +73.5% | +44.6% |
| 5Y | +348.8% | +81.7% | +267.1% | +147.9% |
| All | +1,479.2% | +277.3% | +1,202.0% | +265.8% |
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