+186.1%
HQY vs SPY
+322.5%
-136.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +0.9% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | -8.8% | -1.1% | -7.7% | -7.8% |
| 3M | +8.2% | +3.9% | +4.3% | +3.3% |
| 6M | +22.5% | +13.6% | +8.9% | +5.7% |
| YTD | +5.1% | +12.7% | -7.6% | -8.5% |
| 1Y | +4.2% | +17.5% | -13.3% | -13.3% |
| 3Y | +37.4% | +76.9% | -39.5% | -28.3% |
| 5Y | +50.9% | +83.6% | -32.7% | -27.6% |
| All | +186.1% | +322.5% | -136.3% | -59.4% |
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