Captain Hindsight

The chart shows the growth of an initial investment of $10,000 in Captain Hindsight, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.

As of Apr 3, 2026, the Captain Hindsight returned 3.73% Year-To-Date and 86.25% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 5, 2016, Captain Hindsight's average daily return is +0.31%, while the average monthly return is +6.48%. At this rate, your investment would double in approximately 0.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2021 with a return of +115.1%, while the worst month was Nov 2021 at -29.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Captain Hindsight closed higher 56% of trading days. The best single day was May 3, 2021 with a return of +63.2%, while the worst single day was Aug 30, 2021 at -21.3%.

Captain Hindsight has an annualized alpha of 84.25%, beta of 1.24, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This portfolio captured 429.41% of S&P 500 Index gains but only 94.03% of its losses — a favorable profile for investors.
• R² of 0.15 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Captain Hindsight has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Captain Hindsight ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Captain Hindsight Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 2.34
• 5-Year: 1.53
• 10-Year: 1.49
• All Time: 1.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Captain Hindsight compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Captain Hindsight provided a 0.17% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Captain Hindsight. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Captain Hindsight was 47.13%, occurring on Jun 3, 2021. Recovery took 60 trading sessions.

The current Captain Hindsight drawdown is 11.81%.

The chart below shows the rolling one-month volatility.