-13.5%
HY vs SPY
+322.5%
-335.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -2.4% |
| 7D | -6.0% | -0.8% | -5.2% | -5.1% |
| 30D | -0.8% | -1.1% | +0.3% | +0.6% |
| 3M | -3.9% | +3.9% | -7.7% | -8.2% |
| 6M | +6.0% | +13.6% | -7.6% | -9.4% |
| YTD | +16.6% | +12.7% | +3.9% | +1.1% |
| 1Y | -5.1% | +17.5% | -22.6% | -21.9% |
| 3Y | -15.4% | +76.9% | -92.3% | -58.7% |
| 5Y | -28.0% | +83.6% | -111.5% | -66.7% |
| All | -13.5% | +322.5% | -335.9% | -87.6% |
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 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