-27.0%
HY vs SPY
+79.8%
-106.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.7% |
| 7D | -0.2% | -2.0% | +1.7% | +2.1% |
| 30D | -0.3% | -1.7% | +1.4% | +1.7% |
| 3M | +1.5% | +4.7% | -3.2% | -3.4% |
| 6M | +3.8% | +12.5% | -8.7% | -8.6% |
| YTD | +18.1% | +11.7% | +6.4% | +5.1% |
| 1Y | -1.2% | +17.5% | -18.7% | -16.7% |
| 3Y | -15.0% | +76.6% | -91.5% | -53.9% |
| 5Y | -27.0% | +82.0% | -109.1% | -63.5% |
| All | -27.0% | +79.8% | -106.8% | -63.5% |
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 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