+65.7%
HLIT vs SPY
+2,399.6%
-2,333.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.3% |
| 7D | +2.0% | +0.5% | +1.5% | +1.2% |
| 30D | +1.0% | -0.9% | +2.0% | +2.5% |
| 3M | -15.1% | +3.9% | -19.0% | -19.2% |
| 6M | +27.5% | +14.5% | +13.0% | +6.0% |
| YTD | +20.9% | +12.9% | +8.0% | +2.8% |
| 1Y | +20.2% | +19.4% | +0.8% | -5.5% |
| 3Y | +17.5% | +78.5% | -61.0% | -49.1% |
| 5Y | +32.6% | +81.8% | -49.2% | -45.3% |
| 10Y | +137.3% | +311.5% | -174.2% | -74.4% |
| All | +65.7% | +2,399.6% | -2,333.9% | -97.8% |
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