-70.4%
HHS vs SPY
+315.0%
-385.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | -10.1% | -3.3% | -6.8% | -8.2% |
| 3M | +75.4% | -2.4% | +77.9% | +77.9% |
| 6M | +41.8% | +2.6% | +39.3% | +38.8% |
| YTD | +32.9% | +11.2% | +21.7% | +22.8% |
| 1Y | +44.4% | +13.4% | +31.0% | +31.8% |
| 3Y | -43.5% | +79.9% | -123.4% | -63.4% |
| 5Y | -44.4% | +72.2% | -116.6% | -63.1% |
| 10Y | -70.4% | +307.3% | -377.7% | -92.2% |
| All | -70.4% | +315.0% | -385.4% | -92.2% |
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