+77.0%
HHH vs SPY
+731.7%
-654.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.4% |
| 7D | -1.0% | +0.1% | -1.2% | -1.2% |
| 30D | -2.4% | +0.1% | -2.4% | -2.5% |
| 3M | -1.7% | +2.0% | -3.7% | -4.5% |
| 6M | -10.2% | +13.0% | -23.2% | -23.0% |
| YTD | -19.6% | +13.5% | -33.2% | -31.5% |
| 1Y | -17.5% | +20.0% | -37.5% | -34.2% |
| 3Y | -16.0% | +77.2% | -93.2% | -59.0% |
| 5Y | -27.3% | +81.9% | -109.2% | -65.4% |
| 10Y | -43.5% | +314.1% | -357.6% | -90.3% |
| All | +77.0% | +731.7% | -654.7% | -87.3% |
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 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