+17.7%
HLP vs SPY
+97.0%
-79.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.9% |
| 7D | +13.2% | +2.6% | +10.6% | +12.4% |
| 30D | +38.3% | -2.0% | +40.2% | +38.6% |
| 3M | +216.9% | -2.8% | +219.7% | +218.8% |
| 6M | +255.2% | +2.1% | +253.0% | +246.9% |
| YTD | +296.2% | +11.5% | +284.7% | +268.5% |
| 1Y | +149.7% | +13.5% | +136.2% | +130.4% |
| 3Y | +19.4% | +77.7% | -58.3% | -14.9% |
| All | +17.7% | +97.0% | -79.3% | -21.7% |
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