-72.4%
HLLY vs SPY
+127.2%
-199.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +1.8% |
| 7D | -11.8% | -0.8% | -11.0% | -11.0% |
| 30D | -15.1% | -1.1% | -14.1% | -14.1% |
| 3M | +4.3% | +3.9% | +0.4% | +0.4% |
| 6M | -14.9% | +13.6% | -28.5% | -24.9% |
| YTD | -34.9% | +12.7% | -47.5% | -42.1% |
| 1Y | -12.9% | +17.5% | -30.5% | -25.8% |
| 3Y | -48.1% | +76.9% | -125.0% | -70.2% |
| 5Y | -77.0% | +83.6% | -160.6% | -87.5% |
| All | -72.4% | +127.2% | -199.6% | -84.7% |
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