-97.5%
HTCR vs SPY
+81.4%
-178.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.2% |
| 7D | -22.3% | +0.1% | -22.4% | -22.5% |
| 30D | -24.0% | +0.1% | -24.0% | -24.1% |
| 3M | -47.2% | +2.0% | -49.2% | -47.9% |
| 6M | -62.4% | +13.0% | -75.4% | -66.5% |
| YTD | -67.2% | +13.5% | -80.8% | -70.8% |
| 1Y | -85.7% | +20.0% | -105.6% | -87.8% |
| 3Y | -88.5% | +77.2% | -165.6% | -92.4% |
| All | -97.5% | +81.4% | -178.9% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling