+5,134.1%
HCI vs SPY
+762.4%
+4,371.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -1.1% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | -2.8% | -3.3% | +0.5% | -1.2% |
| 3M | -1.1% | -2.4% | +1.3% | +0.1% |
| 6M | +22.9% | +2.6% | +20.4% | +20.8% |
| YTD | -2.1% | +11.2% | -13.4% | -8.0% |
| 1Y | +3.7% | +13.4% | -9.7% | -3.5% |
| 3Y | +155.1% | +79.9% | +75.2% | +83.7% |
| 5Y | +70.7% | +72.2% | -1.5% | +25.6% |
| 10Y | +705.8% | +307.3% | +398.5% | +291.6% |
| All | +5,134.1% | +762.4% | +4,371.7% | +2,198.2% |
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