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HP Seasonality

Historical month-by-month and year-by-year returns

Based on 42 calendar years of monthly closes, starting 1985.

By Month

MonthAverageMedian% PositiveBestWorst
January+2.6%+3.6%63%+22.0%18.0%
February+2.8%+1.9%55%+24.2%21.7%
March+0.4%+0.4%55%+18.4%16.5%
April+0.9%+0.8%52%+18.9%13.7%
May+2.9%+1.3%55%+29.9%17.3%
June1.7%2.4%36%+15.1%20.0%
July+1.3%+1.7%64%+25.0%13.8%
August1.5%0.6%47%+18.1%26.0%
September2.8%2.9%41%+13.1%30.8%
October+0.4%+1.3%56%+35.4%28.9%
November+4.8%+3.4%59%+30.7%32.0%
December+2.1%+2.3%63%+27.7%11.0%

By Calendar Year

YearReturn
202531.7%
2024+8.4%
2023+12.0%
202228.7%
2021+53.2%
2020+19.7%
2019+0.4%
20182.6%
2017+41.6%
2016+25.3%
201535.0%
2014+43.4%
2013+96.4%
201244.7%
201138.8%
201018.3%
2009+41.9%
200828.1%
2007+22.6%
2006+43.9%
2005+36.5%
20048.7%
2003+32.3%
200215.5%
200134.9%
200044.5%
1999+66.5%
1998+9.5%
1997+24.1%
1996+20.0%
1995+67.7%
1994+26.4%
1993+13.1%
1992+22.6%
1991+78.8%
199032.5%
198911.3%
19888.6%
1987+39.1%
1986+13.9%
19852.0%

These are historical patterns, not a forecast — past calendar-month performance does not predict future returns.