-99.4%
HCTI vs SPY
+20.8%
-120.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -26.8% | +0.1% | -26.8% | -26.3% |
| 3M | -67.3% | +2.0% | -69.3% | -68.0% |
| 6M | -70.4% | +13.0% | -83.4% | -76.0% |
| YTD | -97.9% | +13.5% | -111.5% | -98.3% |
| 1Y | -99.4% | +20.0% | -119.3% | -99.6% |
| All | -99.4% | +20.8% | -120.2% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling