-74.6%
HLLY vs SPY
+124.8%
-199.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.5% |
| 7D | +18.1% | +2.6% | +15.5% | +15.3% |
| 30D | 0.0% | -2.0% | +2.0% | +3.9% |
| 3M | -17.1% | -2.8% | -14.3% | -13.0% |
| 6M | -7.8% | +2.1% | -9.9% | -8.0% |
| YTD | -40.0% | +11.5% | -51.4% | -45.0% |
| 1Y | -36.4% | +13.5% | -49.9% | -42.8% |
| 3Y | -33.3% | +77.7% | -111.0% | -61.3% |
| 5Y | -81.3% | +72.6% | -153.9% | -89.4% |
| All | -74.6% | +124.8% | -199.4% | -85.5% |
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 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