-0.8%
HYIN vs SPY
+95.6%
-96.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -3.0% | -2.0% | -1.0% | -1.6% |
| 30D | -3.9% | -1.7% | -2.3% | -2.8% |
| 3M | -0.4% | +4.7% | -5.2% | -3.7% |
| 6M | -0.1% | +12.5% | -12.6% | -8.2% |
| YTD | -6.3% | +11.7% | -18.0% | -13.5% |
| 1Y | -11.2% | +17.5% | -28.7% | -21.0% |
| 3Y | +5.7% | +76.6% | -70.9% | -31.1% |
| 5Y | -2.6% | +82.0% | -84.6% | -39.5% |
| All | -0.8% | +95.6% | -96.4% | -42.2% |
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