-47.9%
HIYY vs SPY
+14.6%
-62.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.1% |
| 7D | -1.7% | -2.0% | +0.2% | +2.7% |
| 30D | -10.2% | -1.7% | -8.5% | -6.8% |
| 3M | -4.4% | +4.7% | -9.1% | -13.0% |
| 6M | +9.4% | +12.5% | -3.1% | -15.1% |
| YTD | -16.9% | +11.7% | -28.6% | -34.8% |
| All | -47.9% | +14.6% | -62.5% | -61.6% |
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