-96.3%
HCAT vs SPY
+176.7%
-273.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.2% |
| 7D | 0.0% | -0.6% | +0.6% | +1.0% |
| 30D | -18.6% | -3.7% | -15.0% | -14.4% |
| 3M | -16.3% | -2.7% | -13.5% | -13.1% |
| 6M | -5.3% | +2.2% | -7.4% | -8.1% |
| YTD | -39.7% | +10.8% | -50.6% | -47.2% |
| 1Y | -49.5% | +11.2% | -60.7% | -55.8% |
| 3Y | -78.5% | +76.5% | -155.0% | -89.1% |
| 5Y | -97.0% | +72.9% | -170.0% | -98.4% |
| All | -96.3% | +176.7% | -273.0% | -98.7% |
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