-60.5%
HYDR vs SPY
+87.0%
-147.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +0.8% |
| 7D | +1.8% | -0.8% | +2.6% | +3.0% |
| 30D | -2.3% | -1.1% | -1.2% | -0.6% |
| 3M | -16.4% | +3.9% | -20.2% | -20.5% |
| 6M | +14.6% | +13.6% | +1.0% | -3.1% |
| YTD | +42.5% | +12.7% | +29.8% | +22.3% |
| 1Y | +62.1% | +17.5% | +44.6% | +32.7% |
| 3Y | +13.8% | +76.9% | -63.1% | -48.8% |
| 5Y | -58.1% | +83.6% | -141.7% | -81.2% |
| All | -60.5% | +87.0% | -147.4% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling