-95.7%
HCAT vs SPY
+183.5%
-279.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.1% |
| 30D | -29.3% | +0.1% | -29.3% | -29.6% |
| 3M | -12.9% | +2.0% | -14.9% | -15.4% |
| 6M | -13.3% | +13.0% | -26.3% | -26.6% |
| YTD | -29.3% | +13.5% | -42.8% | -40.1% |
| 1Y | -48.8% | +20.0% | -68.8% | -59.3% |
| 3Y | -85.6% | +77.2% | -162.8% | -92.7% |
| 5Y | -96.9% | +81.9% | -178.8% | -98.4% |
| All | -95.7% | +183.5% | -279.1% | -98.6% |
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