+166.1%
HIMX vs SPY
+746.8%
-580.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | +16.7% | +3.3% | +13.4% | +12.7% |
| 30D | -29.3% | -2.7% | -26.6% | -25.9% |
| 3M | -40.6% | -1.7% | -38.9% | -38.2% |
| 6M | -52.3% | +3.1% | -55.4% | -52.1% |
| YTD | +11.3% | +11.9% | -0.6% | +3.4% |
| 1Y | +20.0% | +12.0% | +8.0% | +11.5% |
| 3Y | +71.3% | +78.2% | -6.9% | +4.3% |
| 5Y | +17.9% | +73.2% | -55.4% | -24.5% |
| 10Y | +75.1% | +309.6% | -234.6% | -45.6% |
| All | +166.1% | +746.8% | -580.6% | -58.5% |
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 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