-20.9%
HAYW vs SPY
+110.4%
-131.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.8% |
| 7D | -1.2% | +0.5% | -1.8% | -1.9% |
| 30D | -15.0% | -0.9% | -14.1% | -14.0% |
| 3M | -4.7% | +3.9% | -8.6% | -9.2% |
| 6M | -9.6% | +14.5% | -24.1% | -23.6% |
| YTD | -13.0% | +12.9% | -25.9% | -25.2% |
| 1Y | -17.1% | +19.4% | -36.4% | -33.5% |
| 3Y | -3.8% | +78.5% | -82.3% | -54.8% |
| 5Y | -36.3% | +81.8% | -118.1% | -70.3% |
| All | -20.9% | +110.4% | -131.3% | -65.2% |
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 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