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hyield
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in hyield, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period

As of Jun 6, 2026, the hyield returned 18.45% Year-To-Date and 11.38% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-2.64%-0.21%7.86%7.47%23.05%19.90%11.79%13.33%
Portfolio
hyield
-0.67%3.03%18.45%19.44%32.59%19.80%11.97%11.38%
BCE
BCE Inc.
1.37%1.12%3.77%6.37%18.17%-12.53%-7.49%-0.56%
C
Citigroup Inc.
-1.98%5.51%14.65%22.88%73.11%45.73%14.66%14.65%
CCI
Crown Castle International Corp.
0.75%4.33%7.65%8.42%-0.01%-0.45%-9.48%4.31%
CVX
Chevron Corporation
-0.55%4.08%25.24%27.25%39.19%10.91%16.22%10.72%
DUK
Duke Energy Corporation
1.97%0.90%7.81%8.45%11.57%15.81%8.23%8.84%
EIX
Edison International
2.12%6.35%25.47%29.64%44.50%8.42%10.46%4.40%
ENB
Enbridge Inc.
-0.76%6.41%20.83%20.17%27.79%21.89%14.70%9.33%
F
Ford Motor Company
-2.87%22.47%16.24%17.05%52.39%11.65%3.67%6.03%
GILD
Gilead Sciences, Inc.
-0.02%-1.65%5.83%7.86%17.90%23.34%18.21%7.71%
GLW
Corning Incorporated
-10.18%-4.86%103.50%107.26%254.02%82.57%36.01%26.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2014, hyield's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.7%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, hyield closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.86%5.99%0.56%1.87%1.94%0.15%18.45%
20252.58%2.29%-0.54%-4.31%3.26%2.81%1.04%4.55%1.62%-0.79%2.34%0.57%16.20%
20241.35%0.06%6.15%-3.96%3.66%-0.76%6.81%3.99%1.47%-1.62%4.14%-7.28%13.88%
20234.85%-4.16%-1.24%-0.45%-5.74%5.75%2.74%-2.85%-2.64%-3.51%7.99%5.76%5.46%
20223.06%-1.59%2.98%-3.36%5.33%-8.90%5.95%-2.42%-10.41%12.34%6.31%-2.70%4.27%
2021-0.13%7.42%6.27%3.75%3.80%-1.43%-1.75%1.38%-1.79%3.45%-1.70%6.18%27.82%

Benchmark Metrics

hyield has an annualized alpha of 1.15%, beta of 0.83, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since December 16, 2014.

  • This portfolio participated in 83.59% of S&P 500 Index downside but only 82.20% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.15%
Beta
0.83
0.70
Upside Capture
82.20%
Downside Capture
83.59%

Expense Ratio

hyield has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

hyield ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


hyield Risk / Return Rank: 9393
Overall Rank
hyield Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
hyield Sortino Ratio Rank: 9494
Sortino Ratio Rank
hyield Omega Ratio Rank: 9090
Omega Ratio Rank
hyield Calmar Ratio Rank: 9797
Calmar Ratio Rank
hyield Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for hyield and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.33

2.01

+1.32

Sortino ratioReturn per unit of downside risk

4.84

2.71

+2.12

Omega ratioGain probability vs. loss probability

1.59

1.36

+0.23

Calmar ratioReturn relative to maximum drawdown

9.30

2.69

+6.62

Martin ratioReturn relative to average drawdown

30.87

12.34

+18.52


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BCE
BCE Inc.
670.971.451.171.452.97
C
Citigroup Inc.
932.743.381.435.2215.04
CCI
Crown Castle International Corp.
38-0.050.121.01-0.04-0.08
CVX
Chevron Corporation
851.942.541.333.067.76
DUK
Duke Energy Corporation
620.771.151.131.022.47
EIX
Edison International
851.752.281.304.3310.71
ENB
Enbridge Inc.
831.672.401.292.967.46
F
Ford Motor Company
811.482.401.292.476.56
GILD
Gilead Sciences, Inc.
640.771.301.151.142.82
GLW
Corning Incorporated
984.614.321.6211.0736.80

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

hyield Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

  • 1-Year: 3.33
  • 5-Year: 0.82
  • 10-Year: 0.64
  • All Time: 0.62

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of hyield compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

hyield provided a 3.75% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.75%4.38%4.62%4.84%4.55%3.97%4.60%4.53%4.58%3.37%3.50%3.48%
BCE
BCE Inc.
5.18%6.98%12.47%7.29%6.39%5.37%5.82%5.16%5.84%4.63%5.15%6.00%
C
Citigroup Inc.
1.81%1.99%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%
CCI
Crown Castle International Corp.
4.50%5.35%6.90%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%
CVX
Chevron Corporation
3.73%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
DUK
Duke Energy Corporation
3.43%3.60%3.84%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%
EIX
Edison International
4.65%5.51%2.93%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%
ENB
Enbridge Inc.
4.93%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%
F
Ford Motor Company
4.03%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%
GILD
Gilead Sciences, Inc.
2.47%2.57%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%
GLW
Corning Incorporated
0.63%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the hyield. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the hyield was 41.02%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.

The current hyield drawdown is 0.70%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.02%Mar 2020
2mo 2d10mo 23d
1y 20dJan 2020 - Feb 2021
Rate-hike selloffLate 2018
-18.37%Dec 2018
10mo 29d4mo 7d
1y 3moJan 2018 - Apr 2019
Bear market2022
-16.95%Sep 2022
3mo 24d3mo 13d
7mo 7dJun 2022 - Jan 2023
2025 selloff2025
-15.12%Apr 2025
4mo 7d2mo 25d
7mo 2dDec 2024 - Jul 2025
2023 correction2023
-14.00%Oct 2023
8mo 15d2mo
10mo 15dFeb 2023 - Dec 2023

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 30 assets, with an effective number of assets of 30.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

2.62

2.02

1.82

1.58

1.58

The portfolio has a diversification ratio of 1.58, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

hyield correlation to the S&P 500 Index

hyield has a 0.45 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2014

0.75


Benchmark Correlations

Correlation vs. S&P 500 Index. GLW has the highest benchmark correlation at 0.66, while DUK has the lowest at 0.22.

DUK
0.22
SO
0.23
K
0.24
VZ
0.31
EIX
0.32
CCI
0.35
PM
0.35
SNY
0.36
BCE
0.36
LMT
0.36
VLO
0.38
GILD
0.38
PFE
0.40
XOM
0.41
PSX
0.42
CVX
0.43
ENB
0.43
QSR
0.44
SPG
0.48
LYB
0.49
OMC
0.50
F
0.55
KEY
0.56
LAZ
0.58
IBM
0.58
TFC
0.58
SLF
0.59
PRU
0.62
C
0.64
GLW
0.66

Portfolio Correlations

Correlation vs. hyield. PRU has the highest portfolio correlation at 0.77, while K has the lowest at 0.35.

K
0.35
SO
0.39
DUK
0.39
CCI
0.39
SNY
0.41
GILD
0.43
LMT
0.46
QSR
0.46
VZ
0.47
PFE
0.48
EIX
0.48
PM
0.48
BCE
0.50
VLO
0.58
SPG
0.59
ENB
0.59
GLW
0.62
IBM
0.62
LAZ
0.62
OMC
0.62
F
0.64
XOM
0.64
CVX
0.65
PSX
0.66
SLF
0.66
LYB
0.67
KEY
0.71
C
0.71
TFC
0.72
PRU
0.77

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

KSNYGILDCCISODUKLMTQSRPFEEIXVZPMVLOBCESPGENBLAZFPSXGLWXOMCVXIBMOMCLYBSLFKEYCTFCPRU
K1.000.210.210.310.370.380.250.200.230.320.350.380.110.280.230.210.140.140.110.180.170.160.240.260.140.170.120.140.150.17
SNY0.211.000.340.250.210.220.220.220.390.220.250.260.140.340.200.250.240.210.180.260.180.200.250.240.220.290.200.230.220.25
GILD0.210.341.000.240.200.210.270.200.410.200.260.270.170.250.230.200.250.230.200.280.200.200.300.280.220.260.230.260.250.30
CCI0.310.250.241.000.470.470.250.250.300.390.350.330.080.350.360.280.170.180.130.200.140.150.230.240.140.240.160.150.190.19
SO0.370.210.200.471.000.810.290.210.270.610.410.370.110.340.300.290.100.140.120.140.170.170.220.220.130.180.090.080.140.16
DUK0.380.220.210.470.811.000.290.190.280.630.440.390.090.350.320.300.100.130.120.150.180.170.250.230.120.170.080.080.140.15
LMT0.250.220.270.250.290.291.000.240.290.290.260.300.230.270.220.260.220.230.270.270.300.300.330.300.260.280.250.250.260.33
QSR0.200.220.200.250.210.190.241.000.220.240.230.230.210.320.330.330.310.300.240.320.220.240.320.320.270.380.290.320.310.33
PFE0.230.390.410.300.270.280.290.221.000.260.330.280.190.320.260.250.270.260.220.310.240.240.340.300.260.270.260.290.290.32
EIX0.320.220.200.390.610.630.290.240.261.000.360.330.150.320.390.330.220.250.200.240.240.220.270.300.220.250.210.200.250.27
VZ0.350.250.260.350.410.440.260.230.330.361.000.360.170.410.280.270.180.240.230.200.260.280.350.340.260.260.240.230.280.31
PM0.380.260.270.330.370.390.300.230.280.330.361.000.180.350.320.320.230.240.210.260.280.270.320.330.250.300.250.260.270.29
VLO0.110.140.170.080.110.090.230.210.190.150.170.181.000.190.290.360.330.330.790.330.590.590.350.320.470.330.400.410.380.44
BCE0.280.340.250.350.340.350.270.320.320.320.410.350.191.000.300.460.240.280.250.260.300.310.310.330.310.420.230.250.260.30
SPG0.230.200.230.360.300.320.220.330.260.390.280.320.290.301.000.340.380.430.330.360.310.310.360.420.350.370.420.400.440.43
ENB0.210.250.200.280.290.300.260.330.250.330.270.320.360.460.341.000.330.320.440.340.480.510.350.320.410.490.320.360.330.37
LAZ0.140.240.250.170.100.100.220.310.270.220.180.230.330.240.380.331.000.460.360.470.320.340.390.420.440.460.570.590.560.57
F0.140.210.230.180.140.130.230.300.260.250.240.240.330.280.430.320.461.000.380.450.370.370.410.450.440.470.530.520.530.57
PSX0.110.180.200.130.120.120.270.240.220.200.230.210.790.250.330.440.360.381.000.350.660.680.380.350.540.390.450.460.430.50
GLW0.180.260.280.200.140.150.270.320.310.240.200.260.330.260.360.340.470.450.351.000.340.350.450.410.450.460.490.530.490.51
XOM0.170.180.200.140.170.180.300.220.240.240.260.280.590.300.310.480.320.370.660.341.000.830.360.350.540.380.410.440.410.47
CVX0.160.200.200.150.170.170.300.240.240.220.280.270.590.310.310.510.340.370.680.350.831.000.370.340.540.410.420.440.410.48
IBM0.240.250.300.230.220.250.330.320.340.270.350.320.350.310.360.350.390.410.380.450.360.371.000.440.410.450.430.460.440.49
OMC0.260.240.280.240.220.230.300.320.300.300.340.330.320.330.420.320.420.450.350.410.350.340.441.000.440.430.480.470.480.53
LYB0.140.220.220.140.130.120.260.270.260.220.260.250.470.310.350.410.440.440.540.450.540.540.410.441.000.460.510.490.490.56
SLF0.170.290.260.240.180.170.280.380.270.250.260.300.330.420.370.490.460.470.390.460.380.410.450.430.461.000.540.560.540.63
KEY0.120.200.230.160.090.080.250.290.260.210.240.250.400.230.420.320.570.530.450.490.410.420.430.480.510.541.000.750.850.76
C0.140.230.260.150.080.080.250.320.290.200.230.260.410.250.400.360.590.520.460.530.440.440.460.470.490.560.751.000.740.74
TFC0.150.220.250.190.140.140.260.310.290.250.280.270.380.260.440.330.560.530.430.490.410.410.440.480.490.540.850.741.000.76
PRU0.170.250.300.190.160.150.330.330.320.270.310.290.440.300.430.370.570.570.500.510.470.480.490.530.560.630.760.740.761.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2014
Diversification Analysis

Find what hyield is missing

See which holdings overlap, where hyield is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification