+22.5%
FHYS vs SPY
+74.1%
-51.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | +1.2% | -2.0% | +3.2% | +1.6% |
| 3M | 0.0% | -2.8% | +2.7% | +0.5% |
| 6M | +1.0% | +2.1% | -1.1% | +0.5% |
| YTD | +2.2% | +11.5% | -9.3% | -0.3% |
| 1Y | +3.6% | +13.5% | -9.8% | +0.7% |
| 3Y | +21.5% | +77.7% | -56.2% | +5.7% |
| All | +22.5% | +74.1% | -51.7% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling