+93.0%
HTEC vs SPY
+74.5%
+18.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -0.3% |
| 7D | -3.2% | -4.7% | +1.5% | +1.4% |
| 30D | +4.0% | -5.9% | +10.0% | +10.3% |
| 3M | +12.9% | -4.5% | +17.4% | +18.0% |
| 6M | +34.5% | +1.8% | +32.7% | +32.0% |
| YTD | +27.3% | +8.3% | +19.0% | +17.7% |
| 1Y | +36.0% | +9.3% | +26.7% | +24.6% |
| All | +93.0% | +74.5% | +18.5% | -1.5% |
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