+22.5%
FHYS vs SPY
+74.8%
-52.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | +0.9% | -2.7% | +3.6% | +1.4% |
| 3M | +0.1% | -1.7% | +1.9% | +0.4% |
| 6M | +1.0% | +3.1% | -2.1% | +0.3% |
| YTD | +2.2% | +11.9% | -9.7% | -0.4% |
| 1Y | +3.4% | +12.0% | -8.6% | +0.8% |
| 3Y | +21.9% | +78.2% | -56.3% | +6.0% |
| All | +22.5% | +74.8% | -52.3% | +5.7% |
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