+52.3%
HPI vs SPY
+304.1%
-251.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +0.5% | -0.6% | +1.0% | +0.8% |
| 30D | -2.9% | -3.7% | +0.8% | -0.3% |
| 3M | -15.8% | -2.7% | -13.1% | -14.2% |
| 6M | -15.1% | +2.2% | -17.3% | -16.7% |
| YTD | -11.9% | +10.8% | -22.8% | -18.7% |
| 1Y | -15.8% | +11.2% | -27.1% | -22.5% |
| 3Y | +21.8% | +76.5% | -54.7% | -22.9% |
| 5Y | -5.1% | +72.9% | -78.0% | -39.8% |
| 10Y | +52.3% | +304.8% | -252.6% | -50.0% |
| All | +52.3% | +304.1% | -251.9% | -50.0% |
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