-5.5%
HCKT vs SPY
+1,042.1%
-1,047.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -1.1% | +0.1% | -1.3% | -1.3% |
| 30D | -2.6% | +0.1% | -2.7% | -2.6% |
| 3M | +2.4% | +2.0% | +0.5% | -0.7% |
| 6M | -18.8% | +13.0% | -31.8% | -30.7% |
| YTD | -41.7% | +13.5% | -55.2% | -50.4% |
| 1Y | -44.2% | +20.0% | -64.2% | -55.6% |
| 3Y | -50.0% | +77.2% | -127.2% | -75.6% |
| 5Y | -38.0% | +81.9% | -119.9% | -71.7% |
| 10Y | -16.3% | +314.1% | -330.3% | -87.4% |
| All | -5.5% | +1,042.1% | -1,047.6% | -95.5% |
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 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