+51.3%
HIX vs SPY
+307.0%
-255.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | +2.6% | -4.9% | -3.7% |
| 30D | +1.1% | -2.0% | +3.1% | +2.2% |
| 3M | -10.4% | -2.8% | -7.6% | -9.1% |
| 6M | -7.2% | +2.1% | -9.4% | -8.5% |
| YTD | -7.1% | +11.5% | -18.6% | -12.8% |
| 1Y | -6.5% | +13.5% | -19.9% | -13.0% |
| 3Y | +16.8% | +77.7% | -60.9% | -17.1% |
| 5Y | -11.2% | +72.6% | -83.8% | -36.6% |
| All | +51.3% | +307.0% | -255.7% | -33.8% |
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 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