+69.2%
HCMT vs SPY
+82.4%
-13.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | +1.1% | -0.4% | +1.4% | +1.7% |
| 30D | -1.7% | -1.4% | -0.4% | +0.7% |
| 3M | +3.3% | +3.7% | -0.4% | -2.1% |
| 6M | +10.4% | +13.0% | -2.6% | -9.2% |
| YTD | +7.1% | +12.4% | -5.3% | -10.7% |
| 1Y | +17.2% | +18.5% | -1.3% | -10.0% |
| 3Y | +66.3% | +77.6% | -11.3% | -31.3% |
| All | +69.2% | +82.4% | -13.2% | -33.8% |
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 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