+1,752.2%
HP vs SPY
+2,954.7%
-1,202.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.2% |
| 7D | -18.1% | -2.7% | -15.4% | -15.5% |
| 30D | -11.2% | -5.4% | -5.8% | -5.4% |
| 3M | -4.5% | -4.1% | -0.4% | -0.2% |
| 6M | -10.5% | +0.7% | -11.2% | -12.3% |
| YTD | +25.2% | +8.7% | +16.6% | +11.3% |
| 1Y | +37.5% | +10.9% | +26.6% | +19.3% |
| 3Y | -0.3% | +75.0% | -75.3% | -48.9% |
| 5Y | +24.7% | +67.8% | -43.1% | -33.1% |
| 10Y | -9.4% | +312.9% | -322.3% | -80.7% |
| All | +1,752.2% | +2,954.7% | -1,202.6% | -19.4% |
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