-66.3%
HITI vs SPY
+79.8%
-146.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | +1.6% | -2.0% | +3.6% | +3.8% |
| 30D | +9.4% | -1.7% | +11.1% | +11.3% |
| 3M | +11.8% | +4.7% | +7.1% | +6.1% |
| 6M | +3.6% | +12.5% | -8.9% | -8.7% |
| YTD | -3.4% | +11.7% | -15.1% | -14.4% |
| 1Y | -22.0% | +17.5% | -39.4% | -34.5% |
| 3Y | +62.0% | +76.6% | -14.5% | -16.7% |
| 5Y | -66.3% | +82.0% | -148.3% | -82.0% |
| All | -66.3% | +79.8% | -146.0% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling