+28.5%
HYBL vs SPY
+83.3%
-54.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +0.1% | -1.1% | +1.1% | +0.3% |
| 3M | +1.3% | +3.9% | -2.6% | +0.5% |
| 6M | +3.9% | +13.6% | -9.7% | +1.2% |
| YTD | +2.5% | +12.7% | -10.2% | 0.0% |
| 1Y | +4.5% | +17.5% | -13.0% | +1.1% |
| 3Y | +26.3% | +76.9% | -50.6% | +11.6% |
| All | +28.5% | +83.3% | -54.8% | +11.1% |
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 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