-92.3%
HYPR vs SPY
+116.9%
-209.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | -6.1% | -2.0% | -4.1% | -3.6% |
| 30D | -18.6% | -1.7% | -17.0% | -16.9% |
| 3M | -43.9% | +4.7% | -48.6% | -46.9% |
| 6M | -32.2% | +12.5% | -44.7% | -41.1% |
| YTD | -19.7% | +11.7% | -31.4% | -29.2% |
| 1Y | -40.5% | +17.5% | -57.9% | -49.8% |
| 3Y | -57.7% | +76.6% | -134.3% | -76.5% |
| 5Y | -92.1% | +82.0% | -174.1% | -95.7% |
| All | -92.3% | +116.9% | -209.1% | -95.8% |
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