-19.7%
HITI vs SPY
+116.3%
-136.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -2.1% |
| 7D | -1.4% | -0.8% | -0.6% | -0.5% |
| 30D | +8.6% | -1.1% | +9.6% | +9.8% |
| 3M | +8.6% | +3.9% | +4.7% | +3.8% |
| 6M | +2.4% | +13.6% | -11.2% | -11.3% |
| YTD | -4.5% | +12.7% | -17.2% | -16.6% |
| 1Y | -25.1% | +17.5% | -42.7% | -37.7% |
| 3Y | +43.7% | +76.9% | -33.2% | -28.6% |
| 5Y | -66.7% | +83.6% | -150.2% | -83.3% |
| All | -19.7% | +116.3% | -136.0% | -73.1% |
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