-97.2%
HCAT vs SPY
+74.0%
-171.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.3% |
| 7D | -9.3% | +3.3% | -12.6% | -14.0% |
| 30D | -21.8% | -2.7% | -19.2% | -18.1% |
| 3M | -24.0% | -1.7% | -22.3% | -21.7% |
| 6M | -8.1% | +3.1% | -11.2% | -13.2% |
| YTD | -43.1% | +11.9% | -55.0% | -53.1% |
| 1Y | -44.7% | +12.0% | -56.7% | -54.3% |
| 3Y | -79.7% | +78.2% | -157.9% | -92.3% |
| 5Y | -97.2% | +73.2% | -170.4% | -98.8% |
| All | -97.2% | +74.0% | -171.2% | -98.8% |
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