+175.7%
HVT vs SPY
+312.5%
-136.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | -4.1% | -1.4% | -2.7% | -2.9% |
| 3M | +19.0% | +3.7% | +15.3% | +15.3% |
| 6M | +28.4% | +13.0% | +15.4% | +15.5% |
| YTD | +22.4% | +12.4% | +10.0% | +10.6% |
| 1Y | +23.2% | +18.5% | +4.7% | +6.2% |
| 3Y | +10.1% | +77.6% | -67.5% | -33.0% |
| 5Y | +8.7% | +81.7% | -73.0% | -35.3% |
| 10Y | +175.7% | +319.7% | -144.0% | -19.1% |
| All | +175.7% | +312.5% | -136.8% | -19.1% |
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