+1,020.3%
HOPE vs SPY
+1,155.5%
-135.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +2.1% | -0.6% | +2.7% | +2.6% |
| 30D | +0.8% | -3.7% | +4.5% | +4.2% |
| 3M | -4.4% | -2.7% | -1.7% | -2.1% |
| 6M | +8.9% | +2.2% | +6.7% | +6.2% |
| YTD | +26.1% | +10.8% | +15.3% | +14.1% |
| 1Y | +32.7% | +11.2% | +21.4% | +19.6% |
| 3Y | +67.2% | +76.5% | -9.3% | -1.1% |
| 5Y | +10.2% | +72.9% | -62.8% | -34.2% |
| 10Y | +15.5% | +304.8% | -289.4% | -66.9% |
| All | +1,020.3% | +1,155.5% | -135.2% | +85.3% |
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 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