-95.6%
HKPD vs SPY
+31.7%
-127.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.2% |
| 7D | -2.3% | -0.8% | -1.6% | -1.4% |
| 30D | -69.8% | -1.1% | -68.7% | -69.2% |
| 3M | -72.2% | +3.9% | -76.0% | -73.0% |
| 6M | -80.1% | +13.6% | -93.7% | -82.8% |
| YTD | -84.8% | +12.7% | -97.5% | -86.8% |
| 1Y | -90.8% | +17.5% | -108.3% | -92.4% |
| All | -95.6% | +31.7% | -127.3% | -97.0% |
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 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