-10.1%
HPK vs SPY
+81.0%
-91.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.2% |
| 7D | +0.9% | -0.4% | +1.2% | +1.2% |
| 30D | +3.7% | -1.4% | +5.0% | +4.9% |
| 3M | +11.5% | +3.7% | +7.8% | +6.9% |
| 6M | +45.6% | +13.0% | +32.6% | +26.2% |
| YTD | +73.2% | +12.4% | +60.8% | +51.5% |
| 1Y | +16.3% | +18.5% | -2.2% | -4.0% |
| 3Y | -45.9% | +77.6% | -123.5% | -70.2% |
| 5Y | -10.1% | +81.7% | -91.8% | -55.2% |
| All | -10.1% | +81.0% | -91.1% | -55.2% |
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