-5.6%
HY vs SPY
+563.6%
-569.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | -4.2% | +2.6% | -6.8% | -7.2% |
| 30D | -11.2% | -2.0% | -9.3% | -8.6% |
| 3M | -20.0% | -2.8% | -17.2% | -16.7% |
| 6M | -23.4% | +2.1% | -25.6% | -24.9% |
| YTD | -5.6% | +11.5% | -17.0% | -16.7% |
| 1Y | -3.0% | +13.5% | -16.5% | -16.2% |
| 3Y | -33.2% | +77.7% | -110.9% | -67.5% |
| 5Y | -26.3% | +72.6% | -98.9% | -62.8% |
| 10Y | -44.4% | +308.2% | -352.6% | -90.5% |
| All | -5.6% | +563.6% | -569.2% | -91.4% |
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 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