+76.0%
HYLS vs SPY
+531.6%
-455.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +1.4% | -3.7% | +5.1% | +2.2% |
| 3M | -0.4% | -2.7% | +2.3% | +0.1% |
| 6M | +0.3% | +2.2% | -1.9% | -0.3% |
| YTD | +0.6% | +10.8% | -10.2% | -1.9% |
| 1Y | +1.6% | +11.2% | -9.6% | -1.0% |
| 3Y | +22.3% | +76.5% | -54.2% | +6.5% |
| 5Y | +15.1% | +72.9% | -57.9% | -0.2% |
| 10Y | +51.4% | +304.8% | -253.4% | +9.0% |
| All | +76.0% | +531.6% | -455.6% | +20.6% |
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