-52.7%
HOYY vs SPY
+15.0%
-67.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | -0.8% | +2.6% | -3.4% | -3.8% |
| 30D | -9.6% | -2.0% | -7.7% | -7.5% |
| 3M | -11.6% | -2.8% | -8.8% | -8.6% |
| 6M | -10.0% | +2.1% | -12.2% | -13.6% |
| YTD | -37.5% | +11.5% | -48.9% | -48.4% |
| 1Y | -46.1% | +13.5% | -59.6% | -57.4% |
| All | -52.7% | +15.0% | -67.7% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling