-92.9%
HPP vs SPY
+318.9%
-411.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | -6.8% | -2.0% | -4.8% | -4.4% |
| 30D | -11.0% | -1.7% | -9.4% | -9.3% |
| 3M | -21.1% | +4.7% | -25.9% | -25.7% |
| 6M | +81.1% | +12.5% | +68.6% | +56.0% |
| YTD | +9.7% | +11.7% | -2.0% | -4.4% |
| 1Y | -41.5% | +17.5% | -59.0% | -51.8% |
| 3Y | -76.0% | +76.6% | -152.6% | -87.6% |
| 5Y | -92.3% | +82.0% | -174.3% | -96.1% |
| All | -92.9% | +318.9% | -411.8% | -98.4% |
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 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