-26.8%
HY vs SPY
+72.1%
-98.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -4.2% | +2.6% | -6.8% | -7.0% |
| 30D | -11.2% | -2.0% | -9.3% | -8.8% |
| 3M | -20.0% | -2.8% | -17.2% | -17.0% |
| 6M | -23.4% | +2.1% | -25.6% | -24.7% |
| YTD | -5.6% | +11.5% | -17.0% | -15.5% |
| 1Y | -3.0% | +13.5% | -16.5% | -14.7% |
| 3Y | -33.2% | +77.7% | -110.9% | -64.0% |
| All | -26.8% | +72.1% | -98.9% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling