-23.0%
HCM vs SPY
+75.1%
-98.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.4% | +6.5% |
| 7D | +15.3% | -2.7% | +18.0% | +17.7% |
| 30D | +6.2% | -5.4% | +11.6% | +11.1% |
| 3M | +28.1% | -4.1% | +32.2% | +32.7% |
| 6M | +12.9% | +0.7% | +12.2% | +11.9% |
| YTD | +13.7% | +8.7% | +5.1% | +5.3% |
| 1Y | -1.9% | +10.9% | -12.8% | -10.8% |
| 3Y | -23.0% | +75.0% | -98.0% | -66.3% |
| All | -23.0% | +75.1% | -98.1% | -66.3% |
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