+41.9%
HISF vs SPY
+375.6%
-333.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.0% | +3.3% | -4.3% | -1.9% |
| 30D | +0.9% | -2.7% | +3.5% | +1.6% |
| 3M | -1.5% | -1.7% | +0.3% | -1.1% |
| 6M | -1.4% | +3.1% | -4.5% | -2.4% |
| YTD | -1.5% | +11.9% | -13.4% | -4.8% |
| 1Y | -0.8% | +12.0% | -12.8% | -4.2% |
| 3Y | +15.5% | +78.2% | -62.7% | -4.0% |
| 5Y | +5.4% | +73.2% | -67.8% | -12.2% |
| 10Y | +32.2% | +309.6% | -277.4% | -16.7% |
| All | +41.9% | +375.6% | -333.7% | -12.9% |
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