+41.2%
HSIC vs SPY
+312.5%
-271.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | -0.1% | -1.4% | +1.3% | +0.9% |
| 3M | +9.9% | +3.7% | +6.2% | +6.8% |
| 6M | +12.6% | +13.0% | -0.4% | +2.5% |
| YTD | +16.4% | +12.4% | +4.0% | +6.4% |
| 1Y | +30.0% | +18.5% | +11.5% | +14.0% |
| 3Y | +19.1% | +77.6% | -58.6% | -24.6% |
| 5Y | +13.1% | +81.7% | -68.6% | -30.6% |
| 10Y | +41.2% | +319.7% | -278.4% | -57.7% |
| All | +41.2% | +312.5% | -271.3% | -57.7% |
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