+17.9%
HIMX vs SPY
+74.0%
-56.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.8% |
| 7D | +16.7% | +3.3% | +13.4% | +10.4% |
| 30D | -29.3% | -2.7% | -26.6% | -24.1% |
| 3M | -40.6% | -1.7% | -38.9% | -37.0% |
| 6M | -52.3% | +3.1% | -55.4% | -52.1% |
| YTD | +11.3% | +11.9% | -0.6% | -0.9% |
| 1Y | +20.0% | +12.0% | +8.0% | +6.9% |
| 3Y | +71.3% | +78.2% | -6.9% | -17.3% |
| 5Y | +17.9% | +73.2% | -55.4% | -39.0% |
| All | +17.9% | +74.0% | -56.2% | -39.0% |
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