+85.5%
HCI vs SPY
+81.8%
+3.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.9% | +0.5% | -1.5% | -1.2% |
| 30D | -1.2% | -0.9% | -0.2% | -0.6% |
| 3M | +21.2% | +3.9% | +17.3% | +18.2% |
| 6M | +10.4% | +14.5% | -4.2% | +1.2% |
| YTD | -2.2% | +12.9% | -15.1% | -9.7% |
| 1Y | +7.4% | +19.4% | -11.9% | -4.1% |
| 3Y | +265.5% | +78.5% | +187.1% | +142.2% |
| 5Y | +85.5% | +81.8% | +3.8% | +24.7% |
| All | +85.5% | +81.8% | +3.8% | +24.7% |
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 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