+240.6%
HSHP vs SPY
+95.4%
+145.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | +8.0% | +3.3% | +4.7% | +5.1% |
| 30D | -8.2% | -2.7% | -5.5% | -6.1% |
| 3M | +13.1% | -1.7% | +14.8% | +14.7% |
| 6M | +8.7% | +3.1% | +5.6% | +5.9% |
| YTD | +98.5% | +11.9% | +86.6% | +80.4% |
| 1Y | +119.2% | +12.0% | +107.2% | +98.9% |
| 3Y | +322.1% | +78.2% | +243.9% | +153.7% |
| All | +240.6% | +95.4% | +145.2% | +81.9% |
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 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