+64.9%
EUHY vs SPY
+596.8%
-531.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | +0.6% | +2.0% | -1.4% | 0.0% |
| 6M | +1.9% | +13.0% | -11.1% | -1.4% |
| YTD | +2.7% | +13.5% | -10.9% | -0.7% |
| 1Y | +3.2% | +20.0% | -16.8% | -1.7% |
| 3Y | +31.0% | +77.2% | -46.1% | +11.7% |
| 5Y | +12.6% | +81.9% | -69.3% | -5.6% |
| 10Y | +43.4% | +314.1% | -270.7% | +1.7% |
| All | +64.9% | +596.8% | -531.9% | +4.8% |
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