-33.8%
HIHO vs SPY
+1,626.6%
-1,660.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | -14.7% | -1.4% | -13.3% | -14.3% |
| 3M | +17.4% | +3.7% | +13.7% | +15.8% |
| 6M | +13.3% | +13.0% | +0.3% | +8.4% |
| YTD | -38.7% | +12.4% | -51.1% | -41.3% |
| 1Y | -44.3% | +18.5% | -62.9% | -47.7% |
| 3Y | -49.0% | +77.6% | -126.7% | -58.9% |
| 5Y | -69.0% | +81.7% | -150.6% | -75.4% |
| 10Y | -63.8% | +319.7% | -383.4% | -79.5% |
| All | -33.8% | +1,626.6% | -1,660.4% | -82.2% |
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