-74.0%
HLLY vs SPY
+81.8%
-155.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.7% |
| 7D | +3.8% | +0.5% | +3.3% | +3.3% |
| 30D | -6.0% | -0.9% | -5.0% | -5.0% |
| 3M | +15.1% | +3.9% | +11.2% | +10.4% |
| 6M | -11.3% | +14.5% | -25.8% | -23.1% |
| YTD | -27.8% | +12.9% | -40.8% | -36.5% |
| 1Y | -20.3% | +19.4% | -39.7% | -34.0% |
| 3Y | -43.3% | +78.5% | -121.8% | -69.4% |
| 5Y | -74.0% | +81.8% | -155.7% | -86.5% |
| All | -74.0% | +81.8% | -155.8% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling