-92.0%
HYPR vs SPY
+81.0%
-173.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.3% |
| 30D | -16.7% | -1.4% | -15.4% | -15.2% |
| 3M | -44.3% | +3.7% | -48.0% | -46.8% |
| 6M | -31.8% | +13.0% | -44.8% | -41.6% |
| YTD | -19.2% | +12.4% | -31.6% | -30.0% |
| 1Y | -37.7% | +18.5% | -56.2% | -48.8% |
| 3Y | -57.5% | +77.6% | -135.1% | -77.8% |
| 5Y | -92.0% | +81.7% | -173.7% | -95.8% |
| All | -92.0% | +81.0% | -173.0% | -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 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