+54.3%
HPF vs SPY
+307.0%
-252.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -2.1% | +2.6% | -4.7% | -3.7% |
| 30D | +0.5% | -2.0% | +2.5% | +1.7% |
| 3M | -18.7% | -2.8% | -15.9% | -17.3% |
| 6M | -17.3% | +2.1% | -19.5% | -18.7% |
| YTD | -14.2% | +11.5% | -25.7% | -20.5% |
| 1Y | -15.7% | +13.5% | -29.1% | -22.9% |
| 3Y | +16.7% | +77.7% | -61.0% | -23.5% |
| 5Y | -9.2% | +72.6% | -81.8% | -39.9% |
| All | +54.3% | +307.0% | -252.8% | -44.6% |
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