-98.2%
YHC vs SPY
+18.8%
-117.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.5% |
| 7D | -9.3% | -0.4% | -8.9% | -9.2% |
| 30D | -22.6% | -1.4% | -21.2% | -22.5% |
| 3M | -98.4% | +3.7% | -102.1% | -98.5% |
| 6M | -98.4% | +13.0% | -111.4% | -98.5% |
| YTD | -98.5% | +12.4% | -110.9% | -98.6% |
| 1Y | -98.2% | +18.5% | -116.8% | -98.3% |
| All | -98.2% | +18.8% | -117.0% | -98.3% |
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