-3.4%
HYIN vs SPY
+82.3%
-85.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -3.9% | -1.1% | -2.8% | -3.2% |
| 3M | -0.5% | +3.9% | -4.4% | -3.2% |
| 6M | +0.1% | +13.6% | -13.5% | -8.6% |
| YTD | -6.4% | +12.7% | -19.1% | -14.1% |
| 1Y | -11.4% | +17.5% | -29.0% | -21.1% |
| 3Y | +5.0% | +76.9% | -71.9% | -31.3% |
| All | -3.4% | +82.3% | -85.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling