-96.9%
HCAT vs SPY
+82.0%
-178.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | +6.3% | +0.1% | +6.2% | +6.0% |
| 30D | -29.3% | +0.1% | -29.3% | -29.7% |
| 3M | -12.9% | +2.0% | -14.9% | -16.3% |
| 6M | -13.3% | +13.0% | -26.3% | -30.3% |
| YTD | -29.3% | +13.5% | -42.8% | -43.2% |
| 1Y | -48.8% | +20.0% | -68.8% | -62.2% |
| 3Y | -85.6% | +77.2% | -162.8% | -94.5% |
| All | -96.9% | +82.0% | -178.9% | -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