+33.0%
HISF vs SPY
+318.9%
-285.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.9% | -2.0% | +1.1% | -0.3% |
| 30D | -0.8% | -1.7% | +0.8% | -0.3% |
| 3M | -0.7% | +4.7% | -5.4% | -2.1% |
| 6M | -1.2% | +12.5% | -13.7% | -4.7% |
| YTD | -0.9% | +11.7% | -12.6% | -4.3% |
| 1Y | +0.6% | +17.5% | -16.9% | -4.4% |
| 3Y | +15.2% | +76.6% | -61.4% | -5.3% |
| 5Y | +8.3% | +82.0% | -73.7% | -12.9% |
| All | +33.0% | +318.9% | -285.9% | -23.3% |
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 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