+37.4%
HTO vs SPY
+9.9%
+27.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.6% |
| 7D | +5.4% | -2.7% | +8.1% | +4.8% |
| 30D | +8.6% | -5.4% | +14.0% | +7.2% |
| 3M | +2.6% | -4.1% | +6.7% | +1.7% |
| 6M | +10.9% | +0.7% | +10.2% | +11.8% |
| YTD | +31.5% | +8.7% | +22.8% | +35.6% |
| 1Y | +37.4% | +10.9% | +26.5% | +41.5% |
| All | +37.4% | +9.9% | +27.5% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling