+7.9%
HVII vs SPY
+28.3%
-20.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +9.6% | -0.8% | +10.3% | +9.6% |
| 30D | +0.7% | -1.1% | +1.8% | +0.7% |
| 3M | +1.6% | +3.9% | -2.3% | +1.5% |
| 6M | +2.8% | +13.6% | -10.8% | +2.5% |
| YTD | +2.4% | +12.7% | -10.3% | +2.2% |
| 1Y | +4.1% | +17.5% | -13.4% | +3.8% |
| All | +7.9% | +28.3% | -20.4% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling