-99.5%
HYPD vs SPY
+203.8%
-303.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | +8.8% | -2.0% | +10.8% | +10.7% |
| 30D | +36.0% | -1.7% | +37.6% | +38.2% |
| 3M | +42.5% | +4.7% | +37.7% | +37.4% |
| 6M | +9.1% | +12.5% | -3.4% | -0.3% |
| YTD | +0.8% | +11.7% | -10.9% | -6.4% |
| 1Y | -66.1% | +17.5% | -83.6% | -69.6% |
| 3Y | -97.5% | +76.6% | -174.0% | -98.2% |
| 5Y | -99.1% | +82.0% | -181.1% | -99.4% |
| All | -99.5% | +203.8% | -303.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling