-89.5%
HIT vs SPY
+30.6%
-120.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.1% |
| 7D | -7.1% | +3.3% | -10.4% | -10.1% |
| 30D | -21.1% | -2.7% | -18.4% | -18.8% |
| 3M | -47.5% | -1.7% | -45.8% | -46.6% |
| 6M | -64.8% | +3.1% | -67.9% | -66.0% |
| YTD | -66.4% | +11.9% | -78.2% | -70.5% |
| 1Y | -70.8% | +12.0% | -82.8% | -74.4% |
| All | -89.5% | +30.6% | -120.2% | -92.0% |
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