+6.5%
HPF vs SPY
+81.0%
-74.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.3% | -0.4% | -2.0% | -2.2% |
| 30D | -4.3% | -1.4% | -2.9% | -3.7% |
| 3M | -1.9% | +3.7% | -5.6% | -3.6% |
| 6M | -0.1% | +13.0% | -13.1% | -5.7% |
| YTD | +0.2% | +12.4% | -12.2% | -5.2% |
| 1Y | -0.1% | +18.5% | -18.6% | -7.8% |
| 3Y | +31.3% | +77.6% | -46.3% | -1.6% |
| 5Y | +6.5% | +81.7% | -75.2% | -21.8% |
| All | +6.5% | +81.0% | -74.5% | -21.8% |
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