+69.0%
HIMX vs SPY
+81.0%
-12.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.4% |
| 7D | +3.3% | -0.4% | +3.7% | +3.9% |
| 30D | -5.3% | -1.4% | -3.9% | -3.1% |
| 3M | -22.3% | +3.7% | -26.0% | -25.7% |
| 6M | +83.9% | +13.0% | +70.9% | +55.9% |
| YTD | +73.3% | +12.4% | +60.9% | +48.7% |
| 1Y | +69.4% | +18.5% | +50.9% | +35.4% |
| 3Y | +161.2% | +77.6% | +83.6% | +22.9% |
| 5Y | +69.0% | +81.7% | -12.6% | -19.7% |
| All | +69.0% | +81.0% | -12.0% | -19.7% |
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