-98.1%
YHC vs SPY
+12.1%
-110.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +12.6% | +2.6% | +10.0% | +11.1% |
| 30D | -12.4% | -2.0% | -10.4% | -11.4% |
| 3M | +6.3% | -2.8% | +9.0% | +7.0% |
| 6M | -98.2% | +2.1% | -100.3% | -98.2% |
| YTD | -98.1% | +11.5% | -109.6% | -98.1% |
| 1Y | -98.1% | +13.5% | -111.6% | -98.2% |
| All | -98.1% | +12.1% | -110.2% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling