-99.0%
HTCO vs SPY
+82.5%
-181.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | -19.9% | -1.7% | -18.2% | -19.8% |
| 3M | -44.7% | +4.7% | -49.4% | -44.7% |
| 6M | -69.4% | +12.5% | -81.9% | -69.3% |
| YTD | -69.9% | +11.7% | -81.6% | -69.8% |
| 1Y | -65.8% | +17.5% | -83.2% | -65.3% |
| 3Y | -84.2% | +76.6% | -160.8% | -82.7% |
| All | -99.0% | +82.5% | -181.5% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling