+162.5%
HQL vs SPY
+304.1%
-141.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +3.0% | -0.6% | +3.6% | +3.6% |
| 30D | +2.9% | -3.7% | +6.5% | +6.2% |
| 3M | -7.8% | -2.7% | -5.0% | -5.6% |
| 6M | +9.0% | +2.2% | +6.8% | +7.1% |
| YTD | +22.1% | +10.8% | +11.3% | +12.0% |
| 1Y | +31.3% | +11.2% | +20.1% | +20.1% |
| 3Y | +129.3% | +76.5% | +52.8% | +40.8% |
| 5Y | +57.2% | +72.9% | -15.7% | -2.5% |
| 10Y | +162.5% | +304.8% | -142.3% | -25.7% |
| All | +162.5% | +304.1% | -141.6% | -25.7% |
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