+644.9%
HCI vs SPY
+307.0%
+337.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.9% | +2.6% | +0.3% | +1.2% |
| 30D | -2.2% | -2.0% | -0.3% | -1.1% |
| 3M | +2.9% | -2.8% | +5.7% | +4.6% |
| 6M | +25.1% | +2.1% | +22.9% | +22.7% |
| YTD | +0.6% | +11.5% | -10.9% | -7.1% |
| 1Y | +5.1% | +13.5% | -8.3% | -4.0% |
| 3Y | +159.5% | +77.7% | +81.8% | +71.3% |
| 5Y | +58.8% | +72.6% | -13.8% | +6.5% |
| All | +644.9% | +307.0% | +337.9% | +132.0% |
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