-95.5%
HKPD vs SPY
+31.4%
-126.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -15.8% | -0.4% | -15.4% | -15.5% |
| 30D | -69.5% | -1.4% | -68.1% | -68.8% |
| 3M | -61.6% | +3.7% | -65.3% | -62.9% |
| 6M | -79.6% | +13.0% | -92.6% | -82.3% |
| YTD | -84.5% | +12.4% | -96.9% | -86.5% |
| 1Y | -89.8% | +18.5% | -108.3% | -91.7% |
| All | -95.5% | +31.4% | -126.8% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling