+235.6%
HTUS vs SPY
+304.1%
-68.5%
-47.5%
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 | +0.1% | -0.6% | +0.7% | +0.6% |
| 30D | -3.0% | -3.7% | +0.7% | -0.1% |
| 3M | -2.4% | -2.7% | +0.4% | -0.2% |
| 6M | +4.3% | +2.2% | +2.1% | +2.6% |
| YTD | +13.2% | +10.8% | +2.4% | +4.7% |
| 1Y | +15.4% | +11.2% | +4.2% | +6.4% |
| 3Y | +80.9% | +76.5% | +4.4% | +18.8% |
| 5Y | +96.6% | +72.9% | +23.7% | +29.9% |
| 10Y | +235.6% | +304.8% | -69.2% | +27.7% |
| All | +235.6% | +304.1% | -68.5% | +27.7% |
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