+67.5%
HIO vs SPY
+315.0%
-247.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.8% |
| 7D | +1.8% | +0.1% | +1.8% | +1.7% |
| 30D | +3.3% | -3.3% | +6.6% | +4.9% |
| 3M | -3.4% | -2.4% | -1.0% | -2.4% |
| 6M | -3.7% | +2.6% | -6.2% | -5.0% |
| YTD | -0.4% | +11.2% | -11.7% | -5.6% |
| 1Y | -0.1% | +13.4% | -13.5% | -6.2% |
| 3Y | +26.4% | +79.9% | -53.5% | -6.3% |
| 5Y | +7.2% | +72.2% | -65.0% | -19.6% |
| 10Y | +67.5% | +307.3% | -239.8% | -19.2% |
| All | +67.5% | +315.0% | -247.5% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling