+48.8%
HYGV vs SPY
+205.1%
-156.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.7% | -2.0% | +1.2% | 0.0% |
| 30D | -0.5% | -1.7% | +1.1% | +0.1% |
| 3M | +0.9% | +4.7% | -3.8% | -0.9% |
| 6M | +1.9% | +12.5% | -10.6% | -2.5% |
| YTD | +2.1% | +11.7% | -9.6% | -2.2% |
| 1Y | +4.1% | +17.5% | -13.4% | -2.2% |
| 3Y | +25.0% | +76.6% | -51.6% | -0.4% |
| 5Y | +18.7% | +82.0% | -63.3% | -7.4% |
| All | +48.8% | +205.1% | -156.3% | -7.5% |
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