-95.4%
HKPD vs SPY
+32.0%
-127.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | -29.1% | +0.5% | -29.7% | -29.7% |
| 30D | -69.3% | -0.9% | -68.3% | -68.7% |
| 3M | -73.6% | +3.9% | -77.5% | -74.6% |
| 6M | -80.2% | +14.5% | -94.7% | -83.1% |
| YTD | -84.3% | +12.9% | -97.3% | -86.4% |
| 1Y | -89.4% | +19.4% | -108.8% | -91.5% |
| All | -95.4% | +32.0% | -127.4% | -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 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