+2,789.9%
HQL vs SPY
+3,091.8%
-301.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.7% | +0.1% | +6.6% | +6.6% |
| 3M | +22.9% | +2.0% | +20.9% | +20.9% |
| 6M | +34.2% | +13.0% | +21.2% | +21.7% |
| YTD | +35.0% | +13.5% | +21.4% | +21.9% |
| 1Y | +65.4% | +20.0% | +45.5% | +43.1% |
| 3Y | +129.2% | +77.2% | +52.0% | +44.4% |
| 5Y | +63.3% | +81.9% | -18.5% | 0.0% |
| 10Y | +197.9% | +314.1% | -116.1% | -4.5% |
| All | +2,789.9% | +3,091.8% | -301.9% | +125.4% |
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