+144.1%
HVT vs SPY
+315.0%
-170.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.8% | +2.1% |
| 7D | -13.8% | +0.1% | -13.9% | -13.6% |
| 30D | -4.0% | -3.3% | -0.6% | -0.9% |
| 3M | -8.9% | -2.4% | -6.5% | -6.8% |
| 6M | +21.1% | +2.6% | +18.5% | +18.6% |
| YTD | +16.8% | +11.2% | +5.6% | +6.7% |
| 1Y | +26.0% | +13.4% | +12.7% | +13.2% |
| 3Y | +9.4% | +79.9% | -70.5% | -34.2% |
| 5Y | +5.7% | +72.2% | -66.5% | -34.2% |
| 10Y | +144.1% | +307.3% | -163.2% | -30.5% |
| All | +144.1% | +315.0% | -170.9% | -30.5% |
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