+7.6%
HVII vs SPY
+27.2%
-19.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +29.5% | -2.0% | +31.5% | +29.5% |
| 30D | +0.3% | -1.7% | +2.0% | +0.4% |
| 3M | +1.3% | +4.7% | -3.4% | +1.2% |
| 6M | +2.5% | +12.5% | -10.0% | +2.3% |
| YTD | +2.1% | +11.7% | -9.6% | +1.9% |
| 1Y | +3.8% | +17.5% | -13.7% | +3.6% |
| All | +7.6% | +27.2% | -19.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling