+62.2%
HIPS vs SPY
+347.2%
-285.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.3% | -0.4% | 0.0% | -0.1% |
| 30D | +0.9% | -1.4% | +2.2% | +1.8% |
| 3M | +4.3% | +3.7% | +0.6% | +1.6% |
| 6M | +5.8% | +13.0% | -7.2% | -2.8% |
| YTD | +7.5% | +12.4% | -4.9% | -1.0% |
| 1Y | +6.5% | +18.5% | -12.1% | -5.6% |
| 3Y | +32.7% | +77.6% | -45.0% | -12.1% |
| 5Y | +25.1% | +81.7% | -56.6% | -19.8% |
| 10Y | +66.4% | +319.7% | -253.3% | -41.6% |
| All | +62.2% | +347.2% | -285.0% | -46.0% |
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