-11.7%
HSAI vs SPY
+93.3%
-105.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.6% |
| 7D | +10.8% | +0.5% | +10.2% | +9.9% |
| 30D | -3.3% | -0.9% | -2.3% | -1.5% |
| 3M | -3.0% | +3.9% | -6.9% | -8.3% |
| 6M | -22.1% | +14.5% | -36.6% | -36.5% |
| YTD | -17.0% | +12.9% | -29.9% | -30.8% |
| 1Y | -34.8% | +19.4% | -54.2% | -49.2% |
| 3Y | +58.9% | +78.5% | -19.6% | -27.5% |
| All | -11.7% | +93.3% | -105.0% | -61.6% |
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