+64.1%
HYS vs SPY
+318.9%
-254.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.6% | -2.0% | +1.3% | -0.1% |
| 30D | -0.5% | -1.7% | +1.2% | 0.0% |
| 3M | +0.4% | +4.7% | -4.3% | -0.9% |
| 6M | +1.6% | +12.5% | -10.9% | -1.8% |
| YTD | +1.6% | +11.7% | -10.2% | -1.7% |
| 1Y | +3.6% | +17.5% | -13.9% | -1.2% |
| 3Y | +25.9% | +76.6% | -50.7% | +5.9% |
| 5Y | +27.2% | +82.0% | -54.8% | +5.1% |
| All | +64.1% | +318.9% | -254.8% | +3.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling