-98.5%
HSCS vs SPY
+120.2%
-218.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | +23.1% | +0.1% | +23.0% | +23.1% |
| 30D | +63.6% | +0.1% | +63.5% | +63.7% |
| 3M | +85.6% | +2.0% | +83.6% | +83.9% |
| 6M | +42.4% | +13.0% | +29.4% | +33.7% |
| YTD | +20.7% | +13.5% | +7.2% | +12.9% |
| 1Y | +12.0% | +20.0% | -8.0% | +2.2% |
| 3Y | -94.7% | +77.2% | -171.9% | -95.6% |
| All | -98.5% | +120.2% | -218.7% | -98.9% |
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 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