-85.1%
HTCO vs SPY
+75.5%
-160.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -5.2% | -2.0% | -3.2% | -4.8% |
| 30D | -19.9% | -1.7% | -18.2% | -19.6% |
| 3M | -44.7% | +4.7% | -49.4% | -45.0% |
| 6M | -69.4% | +12.5% | -81.9% | -69.6% |
| YTD | -69.9% | +11.7% | -81.6% | -70.1% |
| 1Y | -65.8% | +17.5% | -83.2% | -65.6% |
| All | -85.1% | +75.5% | -160.5% | -82.0% |
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