+271.3%
HSHP vs SPY
+97.2%
+174.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +6.8% | +0.5% | +6.2% | +6.3% |
| 30D | +16.0% | -0.9% | +17.0% | +16.9% |
| 3M | +32.4% | +3.9% | +28.5% | +28.2% |
| 6M | +45.5% | +14.5% | +31.0% | +29.9% |
| YTD | +116.7% | +12.9% | +103.7% | +95.4% |
| 1Y | +139.0% | +19.4% | +119.6% | +105.6% |
| 3Y | +339.5% | +78.5% | +261.1% | +167.2% |
| All | +271.3% | +97.2% | +174.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling