-92.5%
HPP vs SPY
+81.0%
-173.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -8.9% | -0.4% | -8.6% | -8.5% |
| 30D | -12.7% | -1.4% | -11.3% | -11.2% |
| 3M | -23.2% | +3.7% | -26.9% | -26.9% |
| 6M | +73.9% | +13.0% | +60.9% | +47.3% |
| YTD | +10.0% | +12.4% | -2.4% | -5.9% |
| 1Y | -42.1% | +18.5% | -60.7% | -53.6% |
| 3Y | -76.0% | +77.6% | -153.6% | -88.2% |
| 5Y | -92.5% | +81.7% | -174.2% | -96.5% |
| All | -92.5% | +81.0% | -173.5% | -96.5% |
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