+2,891.3%
HTO vs SPY
+2,954.7%
-63.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +5.4% | -2.7% | +8.1% | +7.2% |
| 30D | +8.6% | -5.4% | +14.0% | +12.4% |
| 3M | +2.6% | -4.1% | +6.7% | +5.2% |
| 6M | +10.9% | +0.7% | +10.2% | +9.7% |
| YTD | +31.5% | +8.7% | +22.8% | +23.1% |
| 1Y | +37.4% | +10.9% | +26.5% | +26.8% |
| 3Y | +5.9% | +75.0% | -69.1% | -30.2% |
| 5Y | -1.8% | +67.8% | -69.6% | -34.7% |
| 10Y | +61.5% | +312.9% | -251.4% | -42.2% |
| All | +2,891.3% | +2,954.7% | -63.4% | +566.5% |
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 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