+73.5%
HYHG vs SPY
+483.7%
-410.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +0.7% | -1.1% | +1.7% | +1.0% |
| 3M | +1.6% | +3.9% | -2.2% | +0.2% |
| 6M | +4.9% | +13.6% | -8.7% | +0.2% |
| YTD | +5.3% | +12.7% | -7.4% | +0.8% |
| 1Y | +7.5% | +17.5% | -10.0% | +1.3% |
| 3Y | +28.7% | +76.9% | -48.2% | +4.1% |
| 5Y | +41.3% | +83.6% | -42.3% | +11.6% |
| 10Y | +75.6% | +320.7% | -245.1% | +0.9% |
| All | +73.5% | +483.7% | -410.2% | -8.3% |
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