-18.4%
HITI vs SPY
+115.7%
-134.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.9% |
| 7D | +2.0% | -0.4% | +2.3% | +2.4% |
| 30D | +11.7% | -1.4% | +13.1% | +13.4% |
| 3M | +10.3% | +3.7% | +6.6% | +5.6% |
| 6M | +5.3% | +13.0% | -7.7% | -8.2% |
| YTD | -3.0% | +12.4% | -15.4% | -15.1% |
| 1Y | -22.1% | +18.5% | -40.7% | -35.8% |
| 3Y | +62.7% | +77.6% | -15.0% | -19.6% |
| 5Y | -65.2% | +81.7% | -146.9% | -82.3% |
| All | -18.4% | +115.7% | -134.1% | -72.6% |
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