+96.5%
HP vs SPY
+82.0%
+14.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +4.3% | +0.1% | +4.1% | +4.0% |
| 30D | +34.0% | +0.1% | +34.0% | +33.7% |
| 3M | +12.6% | +2.0% | +10.7% | +9.6% |
| 6M | +30.8% | +13.0% | +17.8% | +12.8% |
| YTD | +57.7% | +13.5% | +44.2% | +35.4% |
| 1Y | +119.4% | +20.0% | +99.4% | +77.1% |
| 3Y | +19.9% | +77.2% | -57.2% | -35.9% |
| All | +96.5% | +82.0% | +14.5% | +2.0% |
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