+51.6%
HPF vs SPY
+311.8%
-260.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.1% |
| 30D | -1.6% | -2.4% | +0.7% | -0.2% |
| 3M | -16.8% | -1.2% | -15.6% | -16.2% |
| 6M | -16.6% | +3.3% | -19.9% | -18.5% |
| YTD | -12.8% | +12.3% | -25.1% | -19.6% |
| 1Y | -15.3% | +12.4% | -27.7% | -22.0% |
| 3Y | +17.3% | +78.8% | -61.5% | -23.4% |
| 5Y | -8.0% | +75.2% | -83.2% | -39.8% |
| 10Y | +51.6% | +311.1% | -259.5% | -46.5% |
| All | +51.6% | +311.8% | -260.2% | -46.5% |
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 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