+23.9%
HY vs SPY
+575.8%
-551.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.3% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | -10.7% | +0.1% | -10.8% | -10.7% |
| 3M | +0.3% | +2.0% | -1.7% | -1.8% |
| 6M | -3.2% | +13.0% | -16.2% | -16.5% |
| YTD | +24.0% | +13.5% | +10.5% | +6.5% |
| 1Y | +0.5% | +20.0% | -19.4% | -19.4% |
| 3Y | -14.7% | +77.2% | -91.9% | -58.5% |
| 5Y | -28.5% | +81.9% | -110.4% | -66.5% |
| 10Y | -10.5% | +314.1% | -324.5% | -85.1% |
| All | +23.9% | +575.8% | -551.9% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling