+1,480.8%
HCC vs SPY
+281.1%
+1,199.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -2.4% | +0.1% | -2.6% | -2.6% |
| 30D | +24.0% | +0.1% | +24.0% | +23.9% |
| 3M | -1.3% | +2.0% | -3.3% | -3.2% |
| 6M | +24.4% | +13.0% | +11.4% | +10.6% |
| YTD | +18.8% | +13.5% | +5.2% | +5.2% |
| 1Y | +90.1% | +20.0% | +70.1% | +59.9% |
| 3Y | +159.5% | +77.2% | +82.3% | +49.9% |
| 5Y | +368.7% | +81.9% | +286.9% | +159.1% |
| All | +1,480.8% | +281.1% | +1,199.6% | +262.8% |
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 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