+288.8%
HPS vs SPY
+1,053.6%
-764.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.0% | +0.1% | -4.1% | -4.1% |
| 3M | -4.4% | +2.0% | -6.3% | -5.9% |
| 6M | -3.4% | +13.0% | -16.4% | -11.8% |
| YTD | +0.4% | +13.5% | -13.2% | -8.8% |
| 1Y | +0.2% | +20.0% | -19.8% | -12.6% |
| 3Y | +26.7% | +77.2% | -50.5% | -18.3% |
| 5Y | +8.7% | +81.9% | -73.2% | -32.6% |
| 10Y | +54.0% | +314.1% | -260.1% | -49.3% |
| All | +288.8% | +1,053.6% | -764.8% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling