+5.3%
HTO vs SPY
+74.5%
-69.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.1% |
| 7D | +6.9% | -4.7% | +11.7% | +7.1% |
| 30D | +7.6% | -5.9% | +13.6% | +7.8% |
| 3M | +2.0% | -4.5% | +6.6% | +2.2% |
| 6M | +9.6% | +1.8% | +7.8% | +9.4% |
| YTD | +30.8% | +8.3% | +22.5% | +30.1% |
| 1Y | +36.6% | +9.3% | +27.3% | +35.7% |
| All | +5.3% | +74.5% | -69.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling