-92.0%
HYPR vs SPY
+120.4%
-212.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -17.0% | +0.1% | -17.1% | -17.1% |
| 3M | -45.8% | +2.0% | -47.8% | -46.9% |
| 6M | -26.1% | +13.0% | -39.1% | -36.1% |
| YTD | -17.0% | +13.5% | -30.5% | -28.3% |
| 1Y | -27.4% | +20.0% | -47.4% | -40.4% |
| 3Y | -60.1% | +77.2% | -137.3% | -78.0% |
| 5Y | -91.8% | +81.9% | -173.6% | -95.6% |
| All | -92.0% | +120.4% | -212.4% | -95.7% |
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