-76.2%
HYMC vs SPY
+211.0%
-287.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.7% | -0.4% | -1.4% | -1.5% |
| 30D | -16.4% | -1.4% | -15.0% | -15.7% |
| 3M | -8.2% | +3.7% | -11.9% | -9.3% |
| 6M | -43.8% | +13.0% | -56.8% | -46.3% |
| YTD | -4.0% | +12.4% | -16.4% | -7.8% |
| 1Y | +299.5% | +18.5% | +280.9% | +276.0% |
| 3Y | +631.1% | +77.6% | +553.5% | +498.7% |
| 5Y | +29.6% | +81.7% | -52.1% | +3.8% |
| All | -76.2% | +211.0% | -287.3% | -80.9% |
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