+5.7%
HCKT vs SPY
+304.1%
-298.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +2.8% | -0.6% | +3.3% | +3.0% |
| 30D | +20.4% | -3.7% | +24.1% | +23.5% |
| 3M | +20.8% | -2.7% | +23.5% | +23.0% |
| 6M | +27.6% | +2.2% | +25.5% | +24.6% |
| YTD | -29.5% | +10.8% | -40.4% | -35.7% |
| 1Y | -24.5% | +11.2% | -35.7% | -31.3% |
| 3Y | -32.8% | +76.5% | -109.2% | -57.8% |
| 5Y | -31.4% | +72.9% | -104.3% | -56.6% |
| 10Y | +5.7% | +304.8% | -299.1% | -66.6% |
| All | +5.7% | +304.1% | -298.4% | -66.6% |
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 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