-15.9%
HCKT vs SPY
+312.5%
-328.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | +0.4% | -0.4% | +0.7% | +0.6% |
| 30D | -2.0% | -1.4% | -0.7% | -1.0% |
| 3M | +1.1% | +3.7% | -2.6% | -2.1% |
| 6M | -23.8% | +13.0% | -36.8% | -31.4% |
| YTD | -42.8% | +12.4% | -55.2% | -48.2% |
| 1Y | -45.8% | +18.5% | -64.3% | -52.8% |
| 3Y | -51.6% | +77.6% | -129.2% | -69.6% |
| 5Y | -40.1% | +81.7% | -121.7% | -63.4% |
| 10Y | -15.9% | +319.7% | -335.5% | -72.5% |
| All | -15.9% | +312.5% | -328.4% | -72.5% |
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