+39.0%
HGTY vs SPY
+95.6%
-56.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +33.4% | +2.0% | +31.4% | +31.4% |
| 6M | +25.2% | +13.0% | +12.2% | +15.6% |
| YTD | +0.8% | +13.5% | -12.7% | -7.3% |
| 1Y | +17.8% | +20.0% | -2.1% | +4.4% |
| 3Y | +50.9% | +77.2% | -26.3% | +2.1% |
| 5Y | +35.0% | +81.9% | -46.9% | -14.8% |
| All | +39.0% | +95.6% | -56.7% | -12.1% |
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