-93.8%
HYPR vs SPY
+116.4%
-210.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -6.9% |
| 7D | -12.6% | +2.6% | -15.2% | -15.5% |
| 30D | -21.4% | -2.0% | -19.4% | -19.0% |
| 3M | -29.6% | -2.8% | -26.8% | -26.7% |
| 6M | -60.4% | +2.1% | -62.6% | -61.1% |
| YTD | -35.8% | +11.5% | -47.2% | -43.0% |
| 1Y | -40.1% | +13.5% | -53.6% | -47.9% |
| 3Y | -45.3% | +77.7% | -123.0% | -69.6% |
| 5Y | -93.7% | +72.6% | -166.3% | -96.5% |
| All | -93.8% | +116.4% | -210.2% | -96.6% |
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