+1,105.7%
HOG vs SPY
+2,954.7%
-1,849.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +4.6% | -2.7% | +7.3% | +8.1% |
| 30D | +21.2% | -5.4% | +26.6% | +29.3% |
| 3M | +28.0% | -4.1% | +32.0% | +34.4% |
| 6M | +39.0% | +0.7% | +38.3% | +37.6% |
| YTD | +63.4% | +8.7% | +54.8% | +47.1% |
| 1Y | +34.3% | +10.9% | +23.4% | +18.1% |
| 3Y | +27.1% | +75.0% | -47.9% | -35.1% |
| 5Y | -4.2% | +67.8% | -72.0% | -47.7% |
| 10Y | -25.1% | +312.9% | -337.9% | -85.0% |
| All | +1,105.7% | +2,954.7% | -1,849.0% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling