+275.2%
HSHP vs SPY
+98.3%
+176.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.7% |
| 7D | +9.9% | +0.1% | +9.8% | +9.8% |
| 30D | +20.3% | +0.1% | +20.2% | +20.2% |
| 3M | +33.5% | +2.0% | +31.5% | +31.1% |
| 6M | +33.2% | +13.0% | +20.2% | +20.2% |
| YTD | +118.9% | +13.5% | +105.4% | +96.6% |
| 1Y | +151.5% | +20.0% | +131.6% | +115.5% |
| 3Y | +336.1% | +77.2% | +258.9% | +169.1% |
| All | +275.2% | +98.3% | +176.9% | +98.0% |
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