+86.3%
HTEC vs SPY
+178.0%
-91.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -1.8% | -2.7% | +0.9% | +1.0% |
| 30D | +5.0% | -5.4% | +10.4% | +11.0% |
| 3M | +12.8% | -4.1% | +16.9% | +17.6% |
| 6M | +30.3% | +0.7% | +29.6% | +29.0% |
| YTD | +26.6% | +8.7% | +17.9% | +16.3% |
| 1Y | +37.7% | +10.9% | +26.8% | +24.0% |
| 3Y | +91.8% | +75.0% | +16.8% | +9.0% |
| 5Y | -4.2% | +67.8% | -72.0% | -43.0% |
| All | +86.3% | +178.0% | -91.6% | -31.4% |
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