+1,882.2%
HSIC vs SPY
+2,089.6%
-207.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | +5.0% | -2.4% | +7.3% | +6.7% |
| 3M | -0.9% | -1.2% | +0.3% | -0.1% |
| 6M | +28.2% | +3.3% | +24.9% | +25.0% |
| YTD | +17.0% | +12.3% | +4.7% | +7.6% |
| 1Y | +20.8% | +12.4% | +8.3% | +10.9% |
| 3Y | +38.0% | +78.8% | -40.8% | -9.3% |
| 5Y | +12.7% | +75.2% | -62.5% | -25.8% |
| 10Y | +43.9% | +311.1% | -267.2% | -47.7% |
| All | +1,882.2% | +2,089.6% | -207.5% | +197.1% |
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