-83.5%
HHS vs SPY
+2,746.5%
-2,830.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.5% |
| 7D | +2.3% | -2.7% | +5.0% | +4.3% |
| 30D | -10.0% | -5.4% | -4.6% | -6.3% |
| 3M | +73.7% | -4.1% | +77.8% | +78.8% |
| 6M | +39.4% | +0.7% | +38.7% | +38.0% |
| YTD | +31.6% | +8.7% | +22.9% | +22.5% |
| 1Y | +45.1% | +10.9% | +34.2% | +33.2% |
| 3Y | -42.9% | +75.0% | -117.9% | -64.0% |
| 5Y | -45.0% | +67.8% | -112.8% | -64.5% |
| 10Y | -71.3% | +312.9% | -384.2% | -91.3% |
| All | -83.5% | +2,746.5% | -2,830.0% | -98.0% |
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