+1,159.7%
HVT vs SPY
+3,015.5%
-1,855.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -11.1% | -0.6% | -10.5% | -10.4% |
| 30D | -4.0% | -3.7% | -0.4% | -0.9% |
| 3M | -8.5% | -2.7% | -5.8% | -6.3% |
| 6M | +21.0% | +2.2% | +18.8% | +19.0% |
| YTD | +16.7% | +10.8% | +5.9% | +7.4% |
| 1Y | +23.3% | +11.2% | +12.1% | +13.1% |
| 3Y | +8.8% | +76.5% | -67.7% | -31.6% |
| 5Y | +6.3% | +72.9% | -66.7% | -32.2% |
| 10Y | +132.8% | +304.8% | -172.0% | -25.5% |
| All | +1,159.7% | +3,015.5% | -1,855.8% | +11.9% |
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