+337.5%
HIMX vs SPY
+752.7%
-415.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.0% |
| 7D | +7.7% | -0.8% | +8.4% | +8.6% |
| 30D | -2.4% | -1.1% | -1.3% | -1.2% |
| 3M | -15.2% | +3.9% | -19.1% | -17.9% |
| 6M | +63.8% | +13.6% | +50.2% | +46.4% |
| YTD | +83.0% | +12.7% | +70.3% | +65.4% |
| 1Y | +79.9% | +17.5% | +62.4% | +57.0% |
| 3Y | +180.6% | +76.9% | +103.7% | +68.7% |
| 5Y | +69.2% | +83.6% | -14.4% | +0.7% |
| 10Y | +112.3% | +320.7% | -208.4% | -36.8% |
| All | +337.5% | +752.7% | -415.2% | -33.6% |
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