+311.8%
HYMC vs SPY
+20.8%
+291.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -7.3% | +0.1% | -7.4% | -6.8% |
| 3M | -25.2% | +2.0% | -27.2% | -27.3% |
| 6M | -52.4% | +13.0% | -65.4% | -63.8% |
| YTD | -4.5% | +13.5% | -18.1% | -27.8% |
| 1Y | +311.8% | +20.0% | +291.8% | +184.7% |
| All | +311.8% | +20.8% | +291.0% | +184.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling