+91.5%
HLP vs SPY
+14.6%
+76.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.3% | +1.7% | -28.9% | -27.0% |
| 7D | -30.1% | -0.7% | -29.4% | -29.6% |
| 30D | +18.6% | -1.0% | +19.7% | +19.4% |
| 3M | +136.3% | -0.3% | +136.6% | +138.1% |
| 6M | +253.0% | +7.3% | +245.7% | +240.1% |
| YTD | +181.7% | +13.3% | +168.4% | +162.9% |
| 1Y | +91.5% | +14.8% | +76.7% | +74.6% |
| All | +91.5% | +14.6% | +76.9% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling