-22.9%
HAYW vs SPY
+109.9%
-132.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.7% |
| 7D | -5.8% | -0.8% | -5.1% | -4.9% |
| 30D | -14.3% | -1.1% | -13.3% | -13.1% |
| 3M | -10.9% | +3.9% | -14.7% | -15.0% |
| 6M | -9.8% | +13.6% | -23.4% | -23.0% |
| YTD | -15.1% | +12.7% | -27.8% | -26.8% |
| 1Y | -18.4% | +17.5% | -35.9% | -33.2% |
| 3Y | -4.9% | +76.9% | -81.8% | -54.8% |
| 5Y | -37.2% | +83.6% | -120.8% | -71.0% |
| All | -22.9% | +109.9% | -132.8% | -65.9% |
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