+246.4%
HTGC vs SPY
+315.0%
-68.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.6% |
| 7D | -1.0% | +0.1% | -1.0% | -1.1% |
| 30D | -0.8% | -3.3% | +2.5% | +1.8% |
| 3M | -2.4% | -2.4% | 0.0% | -0.7% |
| 6M | +7.4% | +2.6% | +4.8% | +4.8% |
| YTD | -4.9% | +11.2% | -16.1% | -13.1% |
| 1Y | +2.1% | +13.4% | -11.3% | -8.3% |
| 3Y | +42.1% | +79.9% | -37.8% | -13.5% |
| 5Y | +61.9% | +72.2% | -10.3% | +1.3% |
| 10Y | +246.4% | +307.3% | -60.9% | +18.8% |
| All | +246.4% | +315.0% | -68.6% | +18.8% |
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