+1,275.3%
HVT vs SPY
+3,091.8%
-1,816.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +26.7% | +2.0% | +24.7% | +24.6% |
| 6M | +27.7% | +13.0% | +14.7% | +15.5% |
| YTD | +27.4% | +13.5% | +13.9% | +14.8% |
| 1Y | +28.1% | +20.0% | +8.1% | +10.2% |
| 3Y | +7.5% | +77.2% | -69.7% | -32.7% |
| 5Y | +12.5% | +81.9% | -69.4% | -31.2% |
| 10Y | +182.1% | +314.1% | -132.0% | -11.6% |
| All | +1,275.3% | +3,091.8% | -1,816.5% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling