+6.7%
MHY vs SPY
+15.5%
-8.9%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.1% |
| 30D | -0.6% | -2.0% | +1.4% | -0.4% |
| 3M | -1.4% | -2.8% | +1.4% | -1.1% |
| 6M | +2.4% | +2.1% | +0.3% | +2.0% |
| YTD | +4.8% | +11.5% | -6.6% | +2.8% |
| 1Y | +6.2% | +13.5% | -7.3% | +3.9% |
| All | +6.7% | +15.5% | -8.9% | +3.8% |
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