-73.2%
HLLY vs SPY
+123.5%
-196.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -3.3% | -0.6% | -2.7% | -0.8% |
| 30D | +4.8% | -3.7% | +8.5% | +11.0% |
| 3M | -17.1% | -2.7% | -14.4% | -13.0% |
| 6M | -7.4% | +2.2% | -9.6% | -7.6% |
| YTD | -36.8% | +10.8% | -47.6% | -41.7% |
| 1Y | -27.3% | +11.2% | -38.5% | -33.2% |
| 3Y | -30.8% | +76.5% | -107.3% | -59.4% |
| 5Y | -79.3% | +72.9% | -152.3% | -88.3% |
| All | -73.2% | +123.5% | -196.7% | -84.6% |
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