+8.6%
HCM vs SPY
+312.5%
-304.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.8% |
| 7D | +12.7% | -0.4% | +13.1% | +13.3% |
| 30D | +8.1% | -1.4% | +9.5% | +9.8% |
| 3M | +27.7% | +3.7% | +24.0% | +23.0% |
| 6M | -1.5% | +13.0% | -14.5% | -13.2% |
| YTD | +1.8% | +12.4% | -10.6% | -9.9% |
| 1Y | -15.5% | +18.5% | -34.0% | -29.1% |
| 3Y | -3.2% | +77.6% | -80.8% | -47.4% |
| 5Y | -65.6% | +81.7% | -147.3% | -81.4% |
| 10Y | +8.6% | +319.7% | -311.1% | -70.7% |
| All | +8.6% | +312.5% | -304.0% | -70.7% |
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