+248.0%
HTUS vs SPY
+317.5%
-69.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -1.4% |
| 7D | -5.0% | -4.7% | -0.3% | -1.6% |
| 30D | -6.0% | -5.9% | -0.1% | -1.8% |
| 3M | -5.1% | -4.5% | -0.6% | -1.9% |
| 6M | +2.9% | +1.8% | +1.1% | +1.6% |
| YTD | +9.8% | +8.3% | +1.5% | +3.9% |
| 1Y | +12.3% | +9.3% | +3.0% | +5.5% |
| 3Y | +77.8% | +74.9% | +2.9% | +22.2% |
| 5Y | +88.8% | +67.3% | +21.5% | +32.4% |
| 10Y | +234.8% | +311.6% | -76.8% | +58.8% |
| All | +248.0% | +317.5% | -69.5% | +66.6% |
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