-33.3%
HOG vs SPY
+318.9%
-352.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.9% |
| 7D | -2.6% | -2.0% | -0.6% | 0.0% |
| 30D | +0.9% | -1.7% | +2.6% | +3.1% |
| 3M | +10.4% | +4.7% | +5.7% | +3.9% |
| 6M | +43.7% | +12.5% | +31.2% | +22.6% |
| YTD | +34.0% | +11.7% | +22.3% | +15.3% |
| 1Y | -7.8% | +17.5% | -25.3% | -25.9% |
| 3Y | -13.3% | +76.6% | -89.8% | -59.7% |
| 5Y | -19.3% | +82.0% | -101.4% | -63.6% |
| All | -33.3% | +318.9% | -352.2% | -89.3% |
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