-52.0%
YHGJ vs SPY
+20.8%
-72.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.3% |
| 30D | -7.7% | +0.1% | -7.7% | -7.6% |
| 3M | -19.6% | +2.0% | -21.5% | -18.2% |
| 6M | +11.2% | +13.0% | -1.8% | +18.3% |
| YTD | -20.7% | +13.5% | -34.2% | -15.4% |
| 1Y | -52.0% | +20.0% | -72.0% | -29.8% |
| All | -52.0% | +20.8% | -72.8% | -29.8% |
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 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