-64.7%
HCM vs SPY
+81.8%
-146.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.9% |
| 7D | +16.5% | +0.5% | +16.0% | +16.0% |
| 30D | +11.0% | -0.9% | +11.9% | +12.3% |
| 3M | +27.9% | +3.9% | +24.0% | +22.6% |
| 6M | +0.2% | +14.5% | -14.3% | -14.2% |
| YTD | +4.1% | +12.9% | -8.8% | -9.4% |
| 1Y | -13.8% | +19.4% | -33.2% | -29.7% |
| 3Y | -1.0% | +78.5% | -79.5% | -52.1% |
| 5Y | -64.7% | +81.8% | -146.5% | -83.1% |
| All | -64.7% | +81.8% | -146.5% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling