-73.8%
HHS vs SPY
+311.3%
-385.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -1.4% | +0.5% | -2.0% | -1.8% |
| 30D | +85.1% | -0.9% | +86.0% | +86.3% |
| 3M | +65.5% | +3.9% | +61.6% | +61.0% |
| 6M | +51.8% | +14.5% | +37.3% | +38.1% |
| YTD | +40.2% | +12.9% | +27.3% | +28.6% |
| 1Y | +20.6% | +19.4% | +1.2% | +6.5% |
| 3Y | -31.9% | +78.5% | -110.4% | -55.4% |
| 5Y | -41.2% | +81.8% | -123.0% | -62.3% |
| 10Y | -73.8% | +311.5% | -385.3% | -92.1% |
| All | -73.8% | +311.3% | -385.1% | -92.1% |
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 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