+2.7%
HVT vs SPY
+67.4%
-64.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | -14.1% | -2.7% | -11.4% | -11.8% |
| 30D | -8.4% | -5.4% | -3.0% | -3.7% |
| 3M | -11.9% | -4.1% | -7.8% | -8.5% |
| 6M | +18.8% | +0.7% | +18.1% | +18.2% |
| YTD | +12.2% | +8.7% | +3.5% | +4.5% |
| 1Y | +18.7% | +10.9% | +7.8% | +8.6% |
| 3Y | +1.7% | +75.0% | -73.3% | -37.5% |
| All | +2.7% | +67.4% | -64.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling