+52.5%
HPS vs SPY
+312.5%
-260.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -5.7% | -1.4% | -4.3% | -4.9% |
| 3M | -4.9% | +3.7% | -8.6% | -7.4% |
| 6M | -3.5% | +13.0% | -16.5% | -11.5% |
| YTD | -1.5% | +12.4% | -13.9% | -9.4% |
| 1Y | -3.3% | +18.5% | -21.9% | -14.4% |
| 3Y | +25.0% | +77.6% | -52.6% | -18.6% |
| 5Y | +7.8% | +81.7% | -73.9% | -32.1% |
| 10Y | +52.5% | +319.7% | -267.2% | -51.2% |
| All | +52.5% | +312.5% | -260.1% | -51.2% |
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 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