-10.9%
HPK vs SPY
+217.4%
-228.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | +15.1% | +2.6% | +12.5% | +13.7% |
| 30D | -17.1% | -2.0% | -15.1% | -16.4% |
| 3M | +9.7% | -2.8% | +12.5% | +11.1% |
| 6M | +22.9% | +2.1% | +20.7% | +21.0% |
| YTD | +73.4% | +11.5% | +61.9% | +62.7% |
| 1Y | +40.4% | +13.5% | +26.9% | +30.5% |
| 3Y | -47.9% | +77.7% | -125.6% | -59.9% |
| 5Y | -39.5% | +72.6% | -112.1% | -54.7% |
| All | -10.9% | +217.4% | -228.3% | -32.9% |
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