-7.2%
HPF vs SPY
+72.2%
-79.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | -2.2% | -3.7% | +1.5% | -0.6% |
| 3M | -16.2% | -2.7% | -13.5% | -15.2% |
| 6M | -16.0% | +2.2% | -18.2% | -16.9% |
| YTD | -12.3% | +10.8% | -23.1% | -16.5% |
| 1Y | -14.6% | +11.2% | -25.9% | -18.9% |
| 3Y | +18.0% | +76.5% | -58.5% | -11.5% |
| 5Y | -7.2% | +72.9% | -80.2% | -30.4% |
| All | -7.2% | +72.2% | -79.5% | -30.4% |
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 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