-100.0%
YHC vs SPY
+78.4%
-178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -15.9% | +0.1% | -16.0% | -15.9% |
| 30D | -17.3% | +0.1% | -17.4% | -17.4% |
| 3M | -98.2% | +2.0% | -100.2% | -98.4% |
| 6M | -98.3% | +13.0% | -111.3% | -98.6% |
| YTD | -98.4% | +13.5% | -112.0% | -98.7% |
| 1Y | -98.2% | +20.0% | -118.2% | -98.6% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +78.4% | -178.4% | -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 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