+156.6%
HIMX vs SPY
+743.7%
-587.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | +1.8% | +2.6% | -0.8% | -1.0% |
| 30D | -27.9% | -2.0% | -25.9% | -25.0% |
| 3M | -41.1% | -2.8% | -38.3% | -38.0% |
| 6M | -57.3% | +2.1% | -59.4% | -56.7% |
| YTD | +7.4% | +11.5% | -4.1% | +0.1% |
| 1Y | +19.1% | +13.5% | +5.7% | +9.3% |
| 3Y | +64.0% | +77.7% | -13.7% | +0.2% |
| 5Y | +13.7% | +72.6% | -58.9% | -26.9% |
| 10Y | +68.8% | +308.2% | -239.3% | -47.3% |
| All | +156.6% | +743.7% | -587.1% | -59.8% |
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