+51.6%
HGV vs SPY
+290.0%
-238.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.8% |
| 7D | -6.4% | -2.0% | -4.4% | -3.7% |
| 30D | -8.9% | -1.7% | -7.2% | -6.7% |
| 3M | -21.4% | +4.7% | -26.1% | -26.8% |
| 6M | -7.3% | +12.5% | -19.8% | -21.8% |
| YTD | -12.4% | +11.7% | -24.1% | -25.3% |
| 1Y | -13.4% | +17.5% | -30.9% | -31.2% |
| 3Y | -6.2% | +76.6% | -82.8% | -57.9% |
| 5Y | -11.5% | +82.0% | -93.5% | -61.4% |
| All | +51.6% | +290.0% | -238.4% | -73.4% |
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