-31.0%
HCKT vs SPY
+71.5%
-102.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +19.5% | -3.3% | +22.8% | +21.9% |
| 3M | +16.6% | -2.4% | +19.1% | +18.2% |
| 6M | +26.7% | +2.6% | +24.1% | +23.9% |
| YTD | -30.1% | +11.2% | -41.3% | -35.6% |
| 1Y | -25.6% | +13.4% | -39.0% | -32.4% |
| 3Y | -32.4% | +79.9% | -112.3% | -55.4% |
| 5Y | -31.0% | +72.2% | -103.2% | -52.8% |
| All | -31.0% | +71.5% | -102.5% | -52.8% |
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