+247.3%
HSHP vs SPY
+96.1%
+151.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +2.2% |
| 7D | +6.7% | -0.9% | +7.6% | +7.5% |
| 30D | -6.8% | -2.4% | -4.5% | -4.9% |
| 3M | +10.9% | -1.2% | +12.1% | +12.0% |
| 6M | +12.4% | +3.3% | +9.1% | +9.3% |
| YTD | +102.4% | +12.3% | +90.2% | +83.4% |
| 1Y | +132.0% | +12.4% | +119.6% | +109.8% |
| 3Y | +330.4% | +78.8% | +251.6% | +158.0% |
| All | +247.3% | +96.1% | +151.2% | +84.9% |
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