+169.3%
HRTG vs SPY
+308.5%
-139.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.6% | +3.3% | -3.9% | -3.1% |
| 30D | -7.5% | -2.7% | -4.8% | -5.6% |
| 3M | +1.6% | -1.7% | +3.4% | +2.9% |
| 6M | +45.6% | +3.1% | +42.5% | +41.0% |
| YTD | +14.5% | +11.9% | +2.6% | +3.4% |
| 1Y | +12.3% | +12.0% | +0.4% | +1.4% |
| 3Y | +353.3% | +78.2% | +275.1% | +175.1% |
| 5Y | +426.3% | +73.2% | +353.0% | +223.3% |
| All | +169.3% | +308.5% | -139.2% | -34.9% |
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