+174.4%
HTB vs SPY
+312.9%
-138.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +1.4% | -2.7% | +4.1% | +3.5% |
| 30D | +1.8% | -5.4% | +7.2% | +6.2% |
| 3M | -8.7% | -4.1% | -4.6% | -5.9% |
| 6M | +2.9% | +0.7% | +2.2% | +1.8% |
| YTD | +10.4% | +8.7% | +1.8% | +2.5% |
| 1Y | +19.7% | +10.9% | +8.8% | +9.2% |
| 3Y | +123.3% | +75.0% | +48.3% | +41.1% |
| 5Y | +61.9% | +67.8% | -5.9% | +4.5% |
| All | +174.4% | +312.9% | -138.4% | -33.9% |
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 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