-100.0%
HCTI vs SPY
+87.9%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.3% |
| 7D | -2.7% | +0.5% | -3.3% | -3.2% |
| 30D | -37.0% | -0.9% | -36.0% | -36.0% |
| 3M | -65.1% | +3.9% | -69.0% | -66.8% |
| 6M | -70.8% | +14.5% | -85.3% | -75.0% |
| YTD | -97.9% | +12.9% | -110.8% | -98.2% |
| 1Y | -99.5% | +19.4% | -118.8% | -99.6% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +87.9% | -187.9% | -100.0% |
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