-59.1%
HYDR vs SPY
+86.5%
-145.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.1% |
| 7D | +11.6% | -0.4% | +11.9% | +12.1% |
| 30D | +6.9% | -1.4% | +8.3% | +9.2% |
| 3M | -12.6% | +3.7% | -16.3% | -16.6% |
| 6M | +20.0% | +13.0% | +7.0% | +2.2% |
| YTD | +47.3% | +12.4% | +34.9% | +26.8% |
| 1Y | +85.8% | +18.5% | +67.3% | +50.3% |
| 3Y | +19.1% | +77.6% | -58.5% | -46.7% |
| 5Y | -57.6% | +81.7% | -139.3% | -80.8% |
| All | -59.1% | +86.5% | -145.6% | -82.0% |
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