-1.0%
HTEC vs SPY
+72.2%
-73.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.0% |
| 30D | +4.5% | -3.7% | +8.2% | +8.8% |
| 3M | +8.9% | -2.7% | +11.6% | +12.2% |
| 6M | +33.7% | +2.2% | +31.5% | +30.2% |
| YTD | +27.3% | +10.8% | +16.5% | +13.6% |
| 1Y | +36.3% | +11.2% | +25.1% | +21.2% |
| 3Y | +98.8% | +76.5% | +22.3% | +3.8% |
| 5Y | -1.0% | +72.9% | -74.0% | -47.0% |
| All | -1.0% | +72.2% | -73.2% | -47.0% |
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