+42.7%
HISF vs SPY
+371.1%
-328.4%
-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% | -0.3% | -0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +1.5% | -3.7% | +5.2% | +2.5% |
| 3M | -0.8% | -2.7% | +1.9% | -0.1% |
| 6M | -1.3% | +2.2% | -3.5% | -2.0% |
| YTD | -0.9% | +10.8% | -11.7% | -4.0% |
| 1Y | -0.1% | +11.2% | -11.3% | -3.3% |
| 3Y | +16.2% | +76.5% | -60.3% | -3.2% |
| 5Y | +5.8% | +72.9% | -67.1% | -11.9% |
| 10Y | +32.1% | +304.8% | -272.7% | -16.5% |
| All | +42.7% | +371.1% | -328.4% | -12.2% |
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 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