+62.7%
HGV vs SPY
+296.4%
-233.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -10.7% | +0.1% | -10.8% | -10.8% |
| 3M | -14.2% | +2.0% | -16.2% | -17.3% |
| 6M | -5.8% | +13.0% | -18.8% | -21.1% |
| YTD | -6.0% | +13.5% | -19.6% | -21.7% |
| 1Y | -12.4% | +20.0% | -32.3% | -32.4% |
| 3Y | -5.9% | +77.2% | -83.1% | -57.9% |
| 5Y | -4.0% | +81.9% | -85.9% | -58.1% |
| All | +62.7% | +296.4% | -233.7% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling