+468.3%
HIO vs SPY
+2,854.3%
-2,386.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.8% | +0.1% | -1.9% | -1.8% |
| 3M | -0.9% | +2.0% | -2.9% | -1.8% |
| 6M | -2.0% | +13.0% | -15.0% | -6.8% |
| YTD | +0.9% | +13.5% | -12.6% | -4.2% |
| 1Y | -1.3% | +20.0% | -21.3% | -8.4% |
| 3Y | +27.2% | +77.2% | -50.0% | +0.1% |
| 5Y | +9.7% | +81.9% | -72.2% | -15.3% |
| 10Y | +64.5% | +314.1% | -249.6% | -8.8% |
| All | +468.3% | +2,854.3% | -2,386.0% | +37.3% |
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