+32.8%
HGTY vs SPY
+81.8%
-49.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -1.8% | -0.9% | -0.8% | -1.2% |
| 3M | +30.7% | +3.9% | +26.8% | +27.4% |
| 6M | +30.6% | +14.5% | +16.0% | +19.2% |
| YTD | -0.5% | +12.9% | -13.4% | -8.4% |
| 1Y | +10.7% | +19.4% | -8.7% | -1.9% |
| 3Y | +55.3% | +78.5% | -23.2% | +3.4% |
| 5Y | +32.8% | +81.8% | -49.0% | -16.2% |
| All | +32.8% | +81.8% | -49.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling