+50.1%
HYLS vs SPY
+312.5%
-262.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | -0.1% | -1.4% | +1.3% | +0.2% |
| 3M | +0.7% | +3.7% | -3.0% | -0.1% |
| 6M | +1.8% | +13.0% | -11.2% | -1.1% |
| YTD | +0.9% | +12.4% | -11.5% | -1.9% |
| 1Y | +2.5% | +18.5% | -16.0% | -1.6% |
| 3Y | +23.8% | +77.6% | -53.8% | +7.3% |
| 5Y | +15.2% | +81.7% | -66.5% | -1.6% |
| 10Y | +50.1% | +319.7% | -269.6% | +5.8% |
| All | +50.1% | +312.5% | -262.5% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling