-98.3%
HTCR vs SPY
+78.1%
-176.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.8% | +4.8% |
| 7D | -7.3% | +2.6% | -9.9% | -9.7% |
| 30D | -14.6% | -2.0% | -12.7% | -14.1% |
| 3M | -43.1% | -2.8% | -40.3% | -42.3% |
| 6M | -51.6% | +2.1% | -53.7% | -53.0% |
| YTD | -77.0% | +11.5% | -88.5% | -79.5% |
| 1Y | -89.1% | +13.5% | -102.5% | -90.3% |
| 3Y | -82.7% | +77.7% | -160.4% | -88.8% |
| All | -98.3% | +78.1% | -176.3% | -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