+36.0%
HGTY vs SPY
+93.7%
-57.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +1.1% | -1.4% | +2.4% | +1.9% |
| 3M | +24.9% | +3.7% | +21.2% | +21.9% |
| 6M | +33.1% | +13.0% | +20.1% | +22.8% |
| YTD | -1.3% | +12.4% | -13.7% | -8.8% |
| 1Y | +9.3% | +18.5% | -9.2% | -2.4% |
| 3Y | +54.0% | +77.6% | -23.6% | +3.9% |
| 5Y | +31.8% | +81.7% | -49.9% | -16.2% |
| All | +36.0% | +93.7% | -57.7% | -13.5% |
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 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