+9.0%
HTAB vs SPY
+75.5%
-66.5%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -2.4% | -1.7% | -0.8% | -2.3% |
| 3M | -2.6% | +4.7% | -7.3% | -3.0% |
| 6M | -2.4% | +12.5% | -14.9% | -3.3% |
| YTD | -1.3% | +11.7% | -13.0% | -2.2% |
| 1Y | +0.6% | +17.5% | -16.9% | -0.7% |
| All | +9.0% | +75.5% | -66.5% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling