-90.0%
HPAI vs SPY
+15.0%
-105.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.7% | -0.5% | -24.2% | -24.5% |
| 7D | -28.6% | -0.4% | -28.3% | -28.4% |
| 30D | -39.0% | -1.4% | -37.6% | -38.7% |
| 3M | -68.6% | +3.7% | -72.3% | -68.2% |
| 6M | -90.0% | +13.0% | -103.0% | -89.4% |
| All | -90.0% | +15.0% | -105.0% | -89.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling