+51.9%
HPF vs SPY
+312.5%
-260.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -2.3% | -0.4% | -2.0% | -2.1% |
| 30D | -4.3% | -1.4% | -2.9% | -3.4% |
| 3M | -1.9% | +3.7% | -5.6% | -4.4% |
| 6M | -0.1% | +13.0% | -13.1% | -8.2% |
| YTD | +0.2% | +12.4% | -12.2% | -7.7% |
| 1Y | -0.1% | +18.5% | -18.6% | -11.3% |
| 3Y | +31.3% | +77.6% | -46.3% | -13.8% |
| 5Y | +6.5% | +81.7% | -75.2% | -32.4% |
| 10Y | +51.9% | +319.7% | -267.7% | -49.0% |
| All | +51.9% | +312.5% | -260.6% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling