+11.5%
HYTR vs SPY
+152.4%
-140.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.7% | -0.8% | 0.0% | -0.6% |
| 30D | -0.7% | -1.1% | +0.3% | -0.6% |
| 3M | -0.1% | +3.9% | -4.0% | -0.6% |
| 6M | +0.4% | +13.6% | -13.2% | -1.3% |
| YTD | +0.3% | +12.7% | -12.4% | -1.3% |
| 1Y | +1.7% | +17.5% | -15.8% | -0.5% |
| 3Y | +18.6% | +76.9% | -58.3% | +10.2% |
| 5Y | +9.2% | +83.6% | -74.4% | +0.6% |
| All | +11.5% | +152.4% | -140.9% | +5.4% |
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