+996.5%
HTGC vs SPY
+805.9%
+190.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +2.7% |
| 7D | -3.1% | -4.7% | +1.6% | +1.4% |
| 30D | -1.2% | -5.9% | +4.7% | +4.7% |
| 3M | +0.8% | -4.5% | +5.4% | +5.2% |
| 6M | +4.7% | +1.8% | +2.9% | +2.3% |
| YTD | -4.9% | +8.3% | -13.2% | -12.6% |
| 1Y | +1.7% | +9.3% | -7.7% | -7.5% |
| 3Y | +41.6% | +74.9% | -33.2% | -20.3% |
| 5Y | +60.4% | +67.3% | -6.8% | -6.8% |
| 10Y | +264.6% | +311.6% | -46.9% | -20.4% |
| All | +996.5% | +805.9% | +190.6% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling