-95.7%
HKPD vs SPY
+30.6%
-126.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.0% |
| 7D | -13.9% | -2.0% | -11.9% | -11.6% |
| 30D | -70.7% | -1.7% | -69.0% | -69.8% |
| 3M | -73.2% | +4.7% | -77.9% | -74.3% |
| 6M | -81.2% | +12.5% | -93.7% | -83.5% |
| YTD | -85.4% | +11.7% | -97.1% | -87.2% |
| 1Y | -91.3% | +17.5% | -108.8% | -92.9% |
| All | -95.7% | +30.6% | -126.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling