+268.7%
HTGC vs SPY
+313.4%
-44.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | +8.6% | +0.1% | +8.6% | +8.5% |
| 3M | +16.4% | +2.0% | +14.4% | +14.4% |
| 6M | +24.6% | +13.0% | +11.6% | +12.5% |
| YTD | +2.4% | +13.5% | -11.1% | -7.8% |
| 1Y | +2.2% | +20.0% | -17.8% | -12.2% |
| 3Y | +47.8% | +77.2% | -29.3% | -8.6% |
| 5Y | +83.0% | +81.9% | +1.1% | +9.6% |
| All | +268.7% | +313.4% | -44.7% | +19.7% |
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