+18.6%
HP vs SPY
+312.5%
-293.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.8% |
| 7D | -7.2% | -0.4% | -6.8% | -6.8% |
| 30D | +6.2% | -1.4% | +7.6% | +8.0% |
| 3M | +17.3% | +3.7% | +13.6% | +10.3% |
| 6M | +30.2% | +13.0% | +17.2% | +7.7% |
| YTD | +57.2% | +12.4% | +44.8% | +31.0% |
| 1Y | +127.3% | +18.5% | +108.7% | +75.9% |
| 3Y | +13.1% | +77.6% | -64.5% | -50.6% |
| 5Y | +98.9% | +81.7% | +17.2% | -17.1% |
| 10Y | +18.6% | +319.7% | -301.0% | -83.7% |
| All | +18.6% | +312.5% | -293.9% | -83.7% |
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 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