+165.8%
HIMX vs SPY
+76.5%
+89.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.3% |
| 7D | +3.3% | -0.4% | +3.7% | +4.0% |
| 30D | -5.3% | -1.4% | -3.9% | -2.8% |
| 3M | -22.3% | +3.7% | -26.0% | -26.3% |
| 6M | +83.9% | +13.0% | +70.9% | +52.4% |
| YTD | +73.3% | +12.4% | +60.9% | +45.5% |
| 1Y | +69.4% | +18.5% | +50.9% | +31.5% |
| All | +165.8% | +76.5% | +89.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling