+20.3%
HYMC vs SPY
+82.3%
-61.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.8% |
| 7D | -6.7% | -0.8% | -5.9% | -5.9% |
| 30D | -22.8% | -1.1% | -21.8% | -21.8% |
| 3M | -15.9% | +3.9% | -19.8% | -18.2% |
| 6M | -50.2% | +13.6% | -63.9% | -54.6% |
| YTD | -10.9% | +12.7% | -23.6% | -17.9% |
| 1Y | +257.8% | +17.5% | +240.3% | +219.6% |
| 3Y | +601.3% | +76.9% | +524.4% | +360.2% |
| All | +20.3% | +82.3% | -61.9% | -21.3% |
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