-99.1%
HYPD vs SPY
+81.0%
-180.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.1% |
| 7D | +19.9% | -0.4% | +20.3% | +20.5% |
| 30D | +40.6% | -1.4% | +42.0% | +43.6% |
| 3M | +41.7% | +3.7% | +38.0% | +35.7% |
| 6M | +7.9% | +13.0% | -5.1% | -6.8% |
| YTD | +3.1% | +12.4% | -9.3% | -9.1% |
| 1Y | -58.1% | +18.5% | -76.6% | -64.8% |
| 3Y | -97.4% | +77.6% | -175.0% | -98.5% |
| 5Y | -99.1% | +81.7% | -180.8% | -99.5% |
| All | -99.1% | +81.0% | -180.1% | -99.5% |
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