+19.4%
HLP vs SPY
+78.1%
-58.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.9% |
| 7D | +13.2% | +2.6% | +10.6% | +12.7% |
| 30D | +38.3% | -2.0% | +40.2% | +38.6% |
| 3M | +216.9% | -2.8% | +219.7% | +218.5% |
| 6M | +255.2% | +2.1% | +253.0% | +248.0% |
| YTD | +296.2% | +11.5% | +284.7% | +271.7% |
| 1Y | +149.7% | +13.5% | +136.2% | +132.7% |
| 3Y | +19.4% | +77.7% | -58.3% | +3.1% |
| All | +19.4% | +78.1% | -58.7% | +3.1% |
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