-98.3%
HRTX vs SPY
+322.5%
-420.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.1% |
| 7D | -5.9% | -0.8% | -5.1% | -4.9% |
| 30D | -5.9% | -1.1% | -4.8% | -4.4% |
| 3M | -22.0% | +3.9% | -25.8% | -25.9% |
| 6M | -67.0% | +13.6% | -80.6% | -72.0% |
| YTD | -75.4% | +12.7% | -88.1% | -78.8% |
| 1Y | -75.0% | +17.5% | -92.5% | -79.6% |
| 3Y | -74.4% | +76.9% | -151.3% | -87.7% |
| 5Y | -97.3% | +83.6% | -180.8% | -98.7% |
| All | -98.3% | +322.5% | -420.8% | -99.7% |
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