-96.5%
HPAI vs SPY
+52.9%
-149.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -1.8% |
| 7D | -31.5% | -0.8% | -30.7% | -31.6% |
| 30D | -38.1% | -1.1% | -37.0% | -38.3% |
| 3M | -62.8% | +3.9% | -66.6% | -62.4% |
| 6M | -89.6% | +13.6% | -103.2% | -89.0% |
| YTD | -93.0% | +12.7% | -105.7% | -92.6% |
| 1Y | -92.7% | +17.5% | -110.2% | -92.2% |
| All | -96.5% | +52.9% | -149.4% | -94.5% |
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 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