+55.1%
HTO vs SPY
+308.5%
-253.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -2.0% | +3.3% | -5.3% | -4.0% |
| 30D | +4.9% | -2.7% | +7.6% | +6.4% |
| 3M | -2.0% | -1.7% | -0.2% | -1.2% |
| 6M | +7.9% | +3.1% | +4.8% | +5.2% |
| YTD | +28.2% | +11.9% | +16.3% | +18.0% |
| 1Y | +33.6% | +12.0% | +21.6% | +22.8% |
| 3Y | +8.1% | +78.2% | -70.1% | -31.0% |
| 5Y | -2.0% | +73.2% | -75.3% | -37.2% |
| All | +55.1% | +308.5% | -253.4% | -56.7% |
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