-44.5%
HHH vs SPY
+322.5%
-366.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.2% |
| 30D | -7.7% | -1.1% | -6.7% | -6.6% |
| 3M | -7.7% | +3.9% | -11.5% | -11.9% |
| 6M | -3.0% | +13.6% | -16.6% | -16.9% |
| YTD | -22.8% | +12.7% | -35.5% | -33.3% |
| 1Y | -24.6% | +17.5% | -42.1% | -38.0% |
| 3Y | -16.7% | +76.9% | -93.6% | -58.4% |
| 5Y | -26.5% | +83.6% | -110.1% | -64.8% |
| All | -44.5% | +322.5% | -366.9% | -89.2% |
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