+875.3%
HII vs SPY
+643.5%
+231.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | -8.9% | -2.7% | -6.2% | -7.0% |
| 30D | +10.8% | -5.4% | +16.2% | +15.4% |
| 3M | -9.8% | -4.1% | -5.8% | -7.1% |
| 6M | -8.8% | +0.7% | -9.5% | -9.6% |
| YTD | -14.1% | +8.7% | -22.7% | -19.8% |
| 1Y | -3.9% | +10.9% | -14.8% | -11.6% |
| 3Y | +31.0% | +75.0% | -44.0% | -16.9% |
| 5Y | +65.8% | +67.8% | -2.0% | +6.8% |
| 10Y | +138.5% | +312.9% | -174.4% | -30.6% |
| All | +875.3% | +643.5% | +231.8% | +83.8% |
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