-38.3%
HAYW vs SPY
+79.8%
-118.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.3% |
| 7D | -6.0% | -2.0% | -4.0% | -3.6% |
| 30D | -17.2% | -1.7% | -15.6% | -15.5% |
| 3M | -8.7% | +4.7% | -13.5% | -13.9% |
| 6M | -12.3% | +12.5% | -24.8% | -24.3% |
| YTD | -16.6% | +11.7% | -28.4% | -27.4% |
| 1Y | -18.0% | +17.5% | -35.4% | -33.0% |
| 3Y | -7.8% | +76.6% | -84.4% | -56.5% |
| 5Y | -38.3% | +82.0% | -120.4% | -71.2% |
| All | -38.3% | +79.8% | -118.1% | -71.2% |
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