+24.2%
HOPE vs SPY
+312.5%
-288.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.7% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -1.3% | -1.4% | +0.1% | +0.1% |
| 3M | +9.2% | +3.7% | +5.5% | +4.9% |
| 6M | +28.2% | +13.0% | +15.2% | +12.3% |
| YTD | +30.2% | +12.4% | +17.8% | +14.8% |
| 1Y | +31.5% | +18.5% | +13.0% | +9.7% |
| 3Y | +71.5% | +77.6% | -6.1% | -6.6% |
| 5Y | +29.9% | +81.7% | -51.8% | -31.8% |
| 10Y | +24.2% | +319.7% | -295.4% | -78.3% |
| All | +24.2% | +312.5% | -288.3% | -78.3% |
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