+173.4%
HTB vs SPY
+313.4%
-140.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -8.3% | +0.1% | -8.4% | -8.4% |
| 3M | +0.4% | +2.0% | -1.6% | -1.5% |
| 6M | +10.4% | +13.0% | -2.6% | -0.4% |
| YTD | +11.1% | +13.5% | -2.5% | -0.2% |
| 1Y | +15.3% | +20.0% | -4.7% | -1.0% |
| 3Y | +106.7% | +77.2% | +29.5% | +29.7% |
| 5Y | +82.2% | +81.9% | +0.4% | +10.1% |
| All | +173.4% | +313.4% | -140.0% | -25.6% |
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