-19.5%
HCM vs SPY
+78.1%
-97.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -1.7% | +2.6% | -4.3% | -3.8% |
| 30D | +10.5% | -2.0% | +12.5% | +12.1% |
| 3M | +22.5% | -2.8% | +25.3% | +25.3% |
| 6M | +17.6% | +2.1% | +15.5% | +15.3% |
| YTD | +11.8% | +11.5% | +0.3% | +1.5% |
| 1Y | -1.8% | +13.5% | -15.3% | -12.2% |
| 3Y | -19.5% | +77.7% | -97.2% | -58.5% |
| All | -19.5% | +78.1% | -97.6% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling