-99.0%
HTCO vs SPY
+84.1%
-183.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | -19.0% | -1.1% | -17.9% | -18.9% |
| 3M | -57.2% | +3.9% | -61.0% | -57.2% |
| 6M | -72.5% | +13.6% | -86.1% | -72.4% |
| YTD | -70.6% | +12.7% | -83.3% | -70.5% |
| 1Y | -69.7% | +17.5% | -87.2% | -69.4% |
| 3Y | -85.4% | +76.9% | -162.3% | -84.0% |
| All | -99.0% | +84.1% | -183.1% | -98.9% |
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