-98.3%
HSCS vs SPY
+118.0%
-216.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +36.9% | -0.4% | +37.2% | +37.1% |
| 30D | +99.0% | -1.4% | +100.4% | +100.2% |
| 3M | +119.1% | +3.7% | +115.4% | +115.1% |
| 6M | +55.1% | +13.0% | +42.1% | +45.5% |
| YTD | +33.3% | +12.4% | +20.9% | +25.1% |
| 1Y | +21.2% | +18.5% | +2.6% | +11.1% |
| 3Y | -94.6% | +77.6% | -172.3% | -95.6% |
| All | -98.3% | +118.0% | -216.3% | -98.8% |
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 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