+60.8%
HPS vs SPY
+311.8%
-251.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.3% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | +1.3% | -2.4% | +3.6% | +2.9% |
| 3M | -15.6% | -1.2% | -14.4% | -15.0% |
| 6M | -16.8% | +3.3% | -20.1% | -18.8% |
| YTD | -11.3% | +12.3% | -23.6% | -18.4% |
| 1Y | -16.0% | +12.4% | -28.5% | -22.9% |
| 3Y | +21.9% | +78.8% | -56.9% | -21.0% |
| 5Y | -6.9% | +75.2% | -82.1% | -39.5% |
| 10Y | +60.8% | +311.1% | -250.3% | -44.8% |
| All | +60.8% | +311.8% | -251.0% | -44.8% |
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