+73.7%
HGTY vs SPY
+91.0%
-17.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +19.2% | -3.7% | +22.9% | +21.7% |
| 3M | +29.1% | -2.7% | +31.9% | +31.0% |
| 6M | +68.4% | +2.2% | +66.2% | +65.3% |
| YTD | +26.0% | +10.8% | +15.2% | +17.3% |
| 1Y | +30.9% | +11.2% | +19.7% | +21.5% |
| 3Y | +100.0% | +76.5% | +23.5% | +35.2% |
| 5Y | +66.1% | +72.9% | -6.9% | +6.0% |
| All | +73.7% | +91.0% | -17.2% | +11.3% |
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