+76.1%
HYGH vs SPY
+389.6%
-313.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +0.5% | -1.1% | +1.5% | +0.9% |
| 3M | +1.6% | +3.9% | -2.3% | +0.1% |
| 6M | +4.4% | +13.6% | -9.2% | -0.5% |
| YTD | +4.7% | +12.7% | -8.0% | +0.1% |
| 1Y | +7.0% | +17.5% | -10.5% | +0.7% |
| 3Y | +29.2% | +76.9% | -47.7% | +3.6% |
| 5Y | +40.5% | +83.6% | -43.1% | +10.0% |
| 10Y | +80.2% | +320.7% | -240.4% | +0.4% |
| All | +76.1% | +389.6% | -313.5% | -6.6% |
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