+16.0%
HOV vs SPY
+81.0%
-65.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -1.1% | -0.4% | -0.8% | -0.5% |
| 30D | -11.7% | -1.4% | -10.3% | -9.2% |
| 3M | +2.1% | +3.7% | -1.7% | -4.2% |
| 6M | +5.9% | +13.0% | -7.1% | -14.3% |
| YTD | +19.3% | +12.4% | +6.9% | -2.7% |
| 1Y | -21.0% | +18.5% | -39.5% | -41.5% |
| 3Y | -5.2% | +77.6% | -82.8% | -66.8% |
| 5Y | +16.0% | +81.7% | -65.7% | -59.7% |
| All | +16.0% | +81.0% | -65.0% | -59.7% |
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