+30.0%
HYFI vs SPY
+93.2%
-63.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -1.0% | -1.1% | 0.0% | -0.8% |
| 3M | -0.2% | +3.9% | -4.1% | -1.1% |
| 6M | +1.6% | +13.6% | -12.0% | -1.3% |
| YTD | +1.7% | +12.7% | -10.9% | -1.1% |
| 1Y | +3.2% | +17.5% | -14.3% | -0.6% |
| 3Y | +27.1% | +76.9% | -49.8% | +8.5% |
| All | +30.0% | +93.2% | -63.2% | +8.5% |
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