-97.1%
HKPD vs SPY
+30.3%
-127.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.4% |
| 7D | +11.7% | +2.6% | +9.1% | +7.8% |
| 30D | -28.3% | -2.0% | -26.3% | -24.8% |
| 3M | -80.7% | -2.8% | -77.9% | -79.5% |
| 6M | -86.5% | +2.1% | -88.6% | -86.4% |
| YTD | -90.2% | +11.5% | -101.7% | -91.2% |
| 1Y | -93.1% | +13.5% | -106.6% | -94.0% |
| All | -97.1% | +30.3% | -127.4% | -98.0% |
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