+1,777.4%
HP vs SPY
+3,015.5%
-1,238.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -5.8% | -0.6% | -5.2% | -5.3% |
| 30D | -10.5% | -3.7% | -6.8% | -6.7% |
| 3M | -14.3% | -2.7% | -11.5% | -11.9% |
| 6M | -4.4% | +2.2% | -6.6% | -7.9% |
| YTD | +26.9% | +10.8% | +16.1% | +10.1% |
| 1Y | +36.9% | +11.2% | +25.7% | +18.3% |
| 3Y | +6.1% | +76.5% | -70.4% | -46.2% |
| 5Y | +30.1% | +72.9% | -42.8% | -32.7% |
| 10Y | -11.0% | +304.8% | -315.8% | -80.7% |
| All | +1,777.4% | +3,015.5% | -1,238.1% | -20.2% |
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