-25.4%
HOG vs SPY
+315.0%
-340.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +1.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.5% |
| 30D | +27.1% | -3.3% | +30.5% | +32.7% |
| 3M | +32.4% | -2.4% | +34.8% | +36.6% |
| 6M | +36.5% | +2.6% | +34.0% | +31.8% |
| YTD | +71.1% | +11.2% | +59.9% | +47.9% |
| 1Y | +38.1% | +13.4% | +24.8% | +16.5% |
| 3Y | +38.0% | +79.9% | -41.9% | -37.5% |
| 5Y | +1.5% | +72.2% | -70.7% | -50.5% |
| 10Y | -25.4% | +307.3% | -332.7% | -87.4% |
| All | -25.4% | +315.0% | -340.4% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling