-5.3%
HP vs SPY
+307.0%
-312.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.0% |
| 7D | +8.1% | +2.6% | +5.5% | +4.3% |
| 30D | -1.4% | -2.0% | +0.6% | +0.9% |
| 3M | -11.1% | -2.8% | -8.4% | -8.3% |
| 6M | +0.7% | +2.1% | -1.4% | -3.7% |
| YTD | +35.3% | +11.5% | +23.8% | +13.4% |
| 1Y | +45.2% | +13.5% | +31.7% | +18.8% |
| 3Y | +12.6% | +77.7% | -65.1% | -51.1% |
| 5Y | +39.3% | +72.6% | -33.3% | -37.4% |
| All | -5.3% | +307.0% | -312.3% | -85.5% |
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