+36.9%
HP vs SPY
+11.9%
+25.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -5.8% | -0.6% | -5.2% | -5.5% |
| 30D | -10.5% | -3.7% | -6.8% | -9.9% |
| 3M | -14.3% | -2.7% | -11.5% | -13.8% |
| 6M | -4.4% | +2.2% | -6.6% | -4.5% |
| YTD | +26.9% | +10.8% | +16.1% | +24.2% |
| 1Y | +36.9% | +11.2% | +25.7% | +34.1% |
| All | +36.9% | +11.9% | +25.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling