+56.8%
FDHY vs SPY
+208.6%
-151.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -0.1% | +3.3% | -3.4% | -1.1% |
| 30D | +0.2% | -2.7% | +2.9% | +1.0% |
| 3M | -1.3% | -1.7% | +0.4% | -0.9% |
| 6M | +0.2% | +3.1% | -2.9% | -0.9% |
| YTD | +2.0% | +11.9% | -9.9% | -1.7% |
| 1Y | +3.5% | +12.0% | -8.5% | -0.3% |
| 3Y | +26.0% | +78.2% | -52.1% | +4.1% |
| 5Y | +18.9% | +73.2% | -54.3% | -1.9% |
| All | +56.8% | +208.6% | -151.9% | +6.8% |
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