+70.4%
HYZD vs SPY
+430.1%
-359.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | +0.4% | -1.1% | +1.5% | +0.7% |
| 3M | +1.7% | +3.9% | -2.2% | +0.7% |
| 6M | +4.1% | +13.6% | -9.5% | +0.9% |
| YTD | +4.3% | +12.7% | -8.4% | +1.2% |
| 1Y | +6.3% | +17.5% | -11.2% | +2.0% |
| 3Y | +27.3% | +76.9% | -49.6% | +9.9% |
| 5Y | +35.1% | +83.6% | -48.5% | +14.7% |
| 10Y | +66.1% | +320.7% | -254.6% | +17.1% |
| All | +70.4% | +430.1% | -359.7% | +18.4% |
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