+53.2%
HTEC vs SPY
+77.4%
-24.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.8% | +0.1% | -1.0% | -1.0% |
| 30D | +6.3% | +0.1% | +6.2% | +6.3% |
| 3M | +18.9% | +2.0% | +16.9% | +16.5% |
| 6M | +20.5% | +13.0% | +7.5% | +6.9% |
| YTD | +19.9% | +13.5% | +6.4% | +5.9% |
| 1Y | +39.7% | +20.0% | +19.8% | +17.0% |
| All | +53.2% | +77.4% | -24.2% | -18.5% |
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