+109.3%
HII vs SPY
+311.3%
-202.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.0% |
| 7D | -1.6% | +0.5% | -2.2% | -2.0% |
| 30D | -10.9% | -0.9% | -10.0% | -10.3% |
| 3M | -1.1% | +3.9% | -5.0% | -3.9% |
| 6M | -32.4% | +14.5% | -46.9% | -39.1% |
| YTD | -14.4% | +12.9% | -27.3% | -22.0% |
| 1Y | +8.3% | +19.4% | -11.0% | -5.3% |
| 3Y | +45.1% | +78.5% | -33.3% | -7.4% |
| 5Y | +60.6% | +81.8% | -21.1% | -0.9% |
| 10Y | +109.3% | +311.5% | -202.2% | -42.1% |
| All | +109.3% | +311.3% | -202.0% | -42.1% |
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