-80.8%
HIT vs SPY
+32.6%
-113.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -15.5% | +0.1% | -15.6% | -15.5% |
| 3M | -2.0% | +2.0% | -4.0% | -4.2% |
| 6M | -39.5% | +13.0% | -52.5% | -47.6% |
| YTD | -38.4% | +13.5% | -51.9% | -46.8% |
| 1Y | -65.1% | +20.0% | -85.1% | -71.4% |
| All | -80.8% | +32.6% | -113.4% | -85.6% |
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