+459.0%
HIO vs SPY
+2,727.4%
-2,268.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +2.3% |
| 30D | +3.3% | -5.4% | +8.7% | +5.6% |
| 3M | -2.9% | -4.1% | +1.2% | -1.3% |
| 6M | -4.0% | +0.7% | -4.7% | -4.4% |
| YTD | -0.7% | +8.7% | -9.4% | -4.1% |
| 1Y | -0.7% | +10.9% | -11.5% | -4.9% |
| 3Y | +25.0% | +75.0% | -50.0% | -1.1% |
| 5Y | +6.4% | +67.8% | -61.4% | -15.1% |
| 10Y | +67.0% | +312.9% | -245.9% | -7.2% |
| All | +459.0% | +2,727.4% | -2,268.4% | +37.4% |
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