-82.2%
HHS vs SPY
+2,874.2%
-2,956.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +88.9% | +0.1% | +88.9% | +88.9% |
| 3M | +70.1% | +2.0% | +68.1% | +67.2% |
| 6M | +57.6% | +13.0% | +44.6% | +43.0% |
| YTD | +41.9% | +13.5% | +28.3% | +28.1% |
| 1Y | +14.5% | +20.0% | -5.5% | -1.0% |
| 3Y | -33.5% | +77.2% | -110.7% | -58.3% |
| 5Y | -38.0% | +81.9% | -119.9% | -62.3% |
| 10Y | -74.1% | +314.1% | -388.2% | -92.1% |
| All | -82.2% | +2,874.2% | -2,956.4% | -97.9% |
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