+125.6%
HVT vs SPY
+307.0%
-181.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +1.0% | +2.6% | -1.6% | -1.2% |
| 30D | -7.8% | -2.0% | -5.8% | -6.0% |
| 3M | -11.0% | -2.8% | -8.2% | -8.6% |
| 6M | +27.0% | +2.1% | +24.9% | +24.8% |
| YTD | +13.3% | +11.5% | +1.8% | +3.3% |
| 1Y | +17.0% | +13.5% | +3.5% | +5.0% |
| 3Y | +1.9% | +77.7% | -75.8% | -38.0% |
| 5Y | +5.8% | +72.6% | -66.8% | -34.2% |
| All | +125.6% | +307.0% | -181.5% | -33.7% |
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