-100.0%
HRTX vs SPY
+3,091.8%
-3,191.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -32.0% | +0.1% | -32.1% | -32.0% |
| 3M | -29.2% | +2.0% | -31.2% | -30.2% |
| 6M | -69.9% | +13.0% | -82.9% | -72.5% |
| YTD | -73.8% | +13.5% | -87.4% | -76.1% |
| 1Y | -74.2% | +20.0% | -94.2% | -77.4% |
| 3Y | -78.3% | +77.2% | -155.5% | -85.6% |
| 5Y | -97.1% | +81.9% | -179.0% | -98.0% |
| 10Y | -98.1% | +314.1% | -412.1% | -99.2% |
| All | -100.0% | +3,091.8% | -3,191.7% | -100.0% |
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 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