-1.2%
HYMB vs SPY
+80.9%
-82.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.2% | -1.4% | -0.8% | -2.1% |
| 3M | -2.4% | +3.7% | -6.1% | -2.7% |
| 6M | -1.1% | +13.0% | -14.1% | -2.2% |
| YTD | +0.5% | +12.4% | -11.9% | -0.5% |
| 1Y | +3.1% | +18.5% | -15.4% | +1.5% |
| 3Y | +13.2% | +77.6% | -64.5% | +6.6% |
| All | -1.2% | +80.9% | -82.0% | -8.5% |
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