-37.2%
HOV vs SPY
+3,034.0%
-3,071.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | -7.2% | +2.6% | -9.8% | -10.8% |
| 30D | -1.5% | -2.0% | +0.5% | +1.5% |
| 3M | -30.9% | -2.8% | -28.1% | -27.6% |
| 6M | -8.8% | +2.1% | -10.9% | -11.6% |
| YTD | -3.4% | +11.5% | -14.9% | -18.3% |
| 1Y | -21.5% | +13.5% | -34.9% | -35.3% |
| 3Y | +15.0% | +77.7% | -62.7% | -52.4% |
| 5Y | +6.5% | +72.6% | -66.1% | -49.8% |
| 10Y | +117.8% | +308.2% | -190.4% | -66.8% |
| All | -37.2% | +3,034.0% | -3,071.2% | -98.6% |
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