-8.2%
HPK vs SPY
+220.8%
-229.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.7% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | +17.5% | -1.1% | +18.5% | +18.0% |
| 3M | +5.5% | +3.9% | +1.6% | +3.3% |
| 6M | +44.8% | +13.6% | +31.2% | +34.4% |
| YTD | +78.7% | +12.7% | +66.0% | +67.0% |
| 1Y | +17.5% | +17.5% | 0.0% | +7.4% |
| 3Y | -42.5% | +76.9% | -119.5% | -55.7% |
| 5Y | -5.6% | +83.6% | -89.2% | -29.8% |
| All | -8.2% | +220.8% | -229.0% | -31.1% |
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