+1,232.5%
HCC vs SPY
+273.4%
+959.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.2% | +2.4% |
| 7D | +7.1% | +0.1% | +7.0% | +6.8% |
| 30D | -5.4% | -3.3% | -2.1% | -2.7% |
| 3M | -4.2% | -2.4% | -1.8% | -2.3% |
| 6M | +2.6% | +2.6% | +0.1% | 0.0% |
| YTD | +0.1% | +11.2% | -11.1% | -9.9% |
| 1Y | +8.7% | +13.4% | -4.6% | -3.8% |
| 3Y | +94.3% | +79.9% | +14.4% | +10.4% |
| 5Y | +340.8% | +72.2% | +268.6% | +157.7% |
| All | +1,232.5% | +273.4% | +959.1% | +210.8% |
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