+2,956.4%
HTO vs SPY
+3,091.8%
-135.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +14.5% | +2.0% | +12.6% | +12.7% |
| 6M | +12.7% | +13.0% | -0.3% | +3.3% |
| YTD | +34.4% | +13.5% | +20.8% | +22.5% |
| 1Y | +33.0% | +20.0% | +13.0% | +16.6% |
| 3Y | +7.6% | +77.2% | -69.6% | -29.4% |
| 5Y | +4.9% | +81.9% | -77.0% | -33.9% |
| 10Y | +88.1% | +314.1% | -226.0% | -32.5% |
| All | +2,956.4% | +3,091.8% | -135.4% | +563.3% |
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