-18.0%
HOG vs SPY
+82.0%
-100.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +8.1% | +0.1% | +8.0% | +8.0% |
| 3M | +17.1% | +2.0% | +15.1% | +14.3% |
| 6M | +46.6% | +13.0% | +33.5% | +26.3% |
| YTD | +40.7% | +13.5% | +27.1% | +20.5% |
| 1Y | -3.2% | +20.0% | -23.2% | -22.5% |
| 3Y | -10.8% | +77.2% | -87.9% | -56.2% |
| All | -18.0% | +82.0% | -100.0% | -60.3% |
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 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