-100.0%
YHC vs SPY
+77.4%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | -20.7% | -0.9% | -19.7% | -20.1% |
| 3M | -98.4% | +3.9% | -102.3% | -98.6% |
| 6M | -98.3% | +14.5% | -112.8% | -98.6% |
| YTD | -98.4% | +12.9% | -111.3% | -98.7% |
| 1Y | -98.3% | +19.4% | -117.6% | -98.7% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +77.4% | -177.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling