-54.1%
HYLN vs SPY
+82.3%
-136.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.3% |
| 7D | +5.7% | -0.8% | +6.5% | +7.3% |
| 30D | +0.3% | -1.1% | +1.3% | +2.8% |
| 3M | -48.1% | +3.9% | -51.9% | -51.0% |
| 6M | +88.4% | +13.6% | +74.8% | +50.6% |
| YTD | +112.0% | +12.7% | +99.3% | +73.2% |
| 1Y | +139.3% | +17.5% | +121.8% | +82.0% |
| 3Y | +207.1% | +76.9% | +130.2% | +10.6% |
| All | -54.1% | +82.3% | -136.4% | -83.3% |
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 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