+11.1%
HCM vs SPY
+315.0%
-303.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -1.3% |
| 7D | +15.4% | +0.1% | +15.4% | +15.1% |
| 30D | +8.7% | -3.3% | +12.0% | +12.1% |
| 3M | +22.5% | -2.4% | +24.9% | +25.3% |
| 6M | +16.7% | +2.6% | +14.1% | +13.3% |
| YTD | +14.9% | +11.2% | +3.7% | +2.5% |
| 1Y | +2.5% | +13.4% | -10.9% | -10.5% |
| 3Y | -15.3% | +79.9% | -95.2% | -54.9% |
| 5Y | -49.4% | +72.2% | -121.6% | -71.3% |
| 10Y | +11.1% | +307.3% | -296.2% | -67.6% |
| All | +11.1% | +315.0% | -303.9% | -67.6% |
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