hyield

Asset Allocation

Position	Category/Sector	Target Weight
BCE BCE Inc.	Communication Services	3.33%
C Citigroup Inc.	Financial Services	3.33%
CCI Crown Castle International Corp.	Real Estate	3.33%
CVX Chevron Corporation	Energy	3.33%
DUK Duke Energy Corporation	Utilities	3.33%
EIX Edison International	Utilities	3.33%
ENB Enbridge Inc.	Energy	3.33%
F Ford Motor Company	Consumer Cyclical	3.33%
GILD Gilead Sciences, Inc.	Healthcare	3.33%
GLW Corning Incorporated	Technology	3.33%
IBM International Business Machines Corporation	Technology	3.33%
K Kellogg Company	Consumer Defensive	3.33%
KEY KeyCorp	Financial Services	3.33%
LAZ Lazard Ltd	Financial Services	3.33%
LMT Lockheed Martin Corporation	Industrials	3.33%
LYB LyondellBasell Industries N.V.	Basic Materials	3.33%
OMC Omnicom Group Inc.	Communication Services	3.33%
PFE Pfizer Inc.	Healthcare	3.33%
PM Philip Morris International Inc.	Consumer Defensive	3.33%
PRU Prudential Financial, Inc.	Financial Services	3.33%
PSX Phillips 66	Energy	3.33%
QSR Restaurant Brands International Inc.	Consumer Cyclical	3.33%
SLF Sun Life Financial Inc.	Financial Services	3.33%
SNY Sanofi	Healthcare	3.33%
SO The Southern Company	Utilities	3.33%
SPG Simon Property Group, Inc.	Real Estate	3.33%
TFC Truist Financial Corporation	Financial Services	3.33%
VLO Valero Energy Corporation	Energy	3.33%
VZ Verizon Communications Inc.	Communication Services	3.33%
XOM Exxon Mobil Corporation	Energy	3.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Dec 15, 2014, corresponding to the inception date of QSR

Returns By Period

As of Apr 2, 2026, the hyield returned 14.22% Year-To-Date and 11.31% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio hyield	0.60%	1.14%	14.22%	17.03%	27.03%	16.92%	13.02%	11.31%
Portfolio components:
LYB LyondellBasell Industries N.V.	3.77%	36.75%	86.07%	68.02%	23.10%	0.79%	1.23%	7.04%
BCE BCE Inc.	0.55%	-2.02%	7.90%	10.98%	17.47%	-10.81%	-4.82%	0.18%
OMC Omnicom Group Inc.	-0.13%	-11.01%	-5.93%	-0.95%	-2.01%	-4.08%	3.39%	2.36%
VZ Verizon Communications Inc.	0.02%	-2.89%	23.39%	17.79%	17.97%	15.58%	2.85%	4.39%
F Ford Motor Company	-0.68%	-8.66%	-10.63%	-2.94%	20.16%	3.38%	3.85%	3.85%
QSR Restaurant Brands International Inc.	1.62%	5.30%	11.04%	15.53%	15.99%	7.36%	6.39%	10.03%
K Kellogg Company	—	—	—	—	—	—	—	—
PM Philip Morris International Inc.	0.49%	-10.35%	-0.55%	2.89%	4.82%	22.66%	17.88%	9.96%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
ENB Enbridge Inc.	0.93%	-0.33%	14.73%	11.97%	26.98%	19.09%	15.26%	10.18%

*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 +0.95%. At this rate, your investment would double in approximately 6.1 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 7 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%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.86%	5.99%	0.56%	0.28%									14.22%
2025	2.58%	2.29%	-0.54%	-4.31%	3.26%	2.81%	1.04%	4.55%	1.62%	-0.79%	2.34%	0.57%	16.20%
2024	1.35%	0.06%	6.15%	-3.96%	3.66%	-0.76%	6.81%	3.99%	1.47%	-1.62%	4.14%	-7.28%	13.88%
2023	4.85%	-4.16%	-1.24%	-0.45%	-5.74%	5.75%	2.74%	-2.85%	-2.64%	-3.51%	7.99%	5.76%	5.46%
2022	3.06%	-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 1.65%, beta of 0.84, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 16, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.61%) than losses (84.73%) — typical of diversified or defensive assets.

Alpha: 1.65%

Beta: 0.84

R²: 0.71

Upside Capture: 85.61%

Downside Capture: 84.73%

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 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.84	0.88	+0.96
Sortino ratio Return per unit of downside risk	2.45	1.37	+1.08
Omega ratio Gain probability vs. loss probability	1.37	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	2.22	1.39	+0.83
Martin ratio Return relative to average drawdown	11.03	6.43	+4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
LYB LyondellBasell Industries N.V.	53	0.48	1.01	1.12	0.65	1.09
BCE BCE Inc.	65	0.83	1.25	1.16	1.35	3.04
OMC Omnicom Group Inc.	33	-0.05	0.19	1.02	-0.32	-0.76
VZ Verizon Communications Inc.	64	0.79	1.35	1.17	1.22	2.79
F Ford Motor Company	60	0.62	1.13	1.14	1.02	3.34
QSR Restaurant Brands International Inc.	62	0.68	1.07	1.14	1.27	2.79
K Kellogg Company	—	—	—	—	—	—
PM Philip Morris International Inc.	42	0.19	0.40	1.06	0.17	0.36
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
ENB Enbridge Inc.	82	1.59	2.14	1.28	3.05	7.57

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.84
5-Year: 0.89
10-Year: 0.63
All Time: 0.61

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 1.00 to 1.70, 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 3.82% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.82%	4.38%	4.62%	4.84%	4.55%	3.97%	4.60%	4.53%	4.58%	3.37%	3.50%	3.48%
Portfolio components:
LYB LyondellBasell Industries N.V.	6.03%	12.59%	7.10%	5.20%	11.92%	4.81%	4.58%	20.27%	4.81%	3.22%	3.88%	3.50%
BCE BCE Inc.	4.98%	6.98%	12.47%	7.29%	6.39%	5.37%	5.82%	5.16%	5.84%	4.63%	5.15%	6.00%
OMC Omnicom Group Inc.	3.99%	3.59%	3.25%	3.24%	3.43%	3.82%	4.17%	3.21%	3.28%	3.09%	2.53%	2.64%
VZ Verizon Communications Inc.	5.54%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
F Ford Motor Company	5.17%	5.72%	7.88%	4.92%	4.30%	0.48%	1.71%	6.45%	9.54%	5.20%	7.01%	4.26%
QSR Restaurant Brands International Inc.	3.34%	3.63%	3.56%	2.82%	3.34%	3.49%	3.40%	3.14%	3.44%	1.27%	1.30%	1.18%
K Kellogg Company	2.07%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%
PM Philip Morris International Inc.	3.64%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
ENB Enbridge Inc.	5.07%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%

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 0.46%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.02%	Jan 21, 2020	44	Mar 23, 2020	223	Feb 9, 2021	267
-18.37%	Jan 29, 2018	229	Dec 24, 2018	86	Apr 30, 2019	315
-16.95%	Jun 8, 2022	80	Sep 30, 2022	70	Jan 11, 2023	150
-15.12%	Dec 2, 2024	87	Apr 8, 2025	58	Jul 2, 2025	145
-14%	Feb 14, 2023	178	Oct 27, 2023	40	Dec 26, 2023	218

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	K	SNY	SO	GILD	CCI	DUK	LMT	QSR	PFE	EIX	VZ	PM	BCE	VLO	SPG	ENB	LAZ	F	PSX	GLW	XOM	CVX	OMC	IBM	LYB	SLF	KEY	C	TFC	PRU	Portfolio
Benchmark	1.00	0.25	0.36	0.24	0.39	0.35	0.23	0.37	0.45	0.40	0.33	0.32	0.36	0.37	0.39	0.48	0.44	0.58	0.55	0.43	0.66	0.42	0.44	0.51	0.59	0.50	0.59	0.56	0.64	0.58	0.62	0.75
K	0.25	1.00	0.22	0.37	0.21	0.31	0.39	0.25	0.20	0.23	0.32	0.36	0.39	0.28	0.11	0.23	0.21	0.14	0.14	0.12	0.18	0.17	0.17	0.27	0.24	0.15	0.17	0.12	0.14	0.15	0.17	0.35
SNY	0.36	0.22	1.00	0.20	0.34	0.25	0.22	0.22	0.22	0.39	0.22	0.25	0.26	0.34	0.16	0.19	0.25	0.24	0.22	0.19	0.27	0.19	0.21	0.24	0.26	0.23	0.28	0.19	0.23	0.22	0.25	0.41
SO	0.24	0.37	0.20	1.00	0.20	0.47	0.81	0.29	0.21	0.27	0.61	0.41	0.37	0.34	0.11	0.30	0.28	0.10	0.15	0.13	0.15	0.18	0.17	0.22	0.23	0.14	0.18	0.09	0.08	0.14	0.15	0.38
GILD	0.39	0.21	0.34	0.20	1.00	0.24	0.20	0.26	0.20	0.41	0.20	0.26	0.27	0.25	0.18	0.23	0.20	0.25	0.24	0.20	0.28	0.20	0.20	0.28	0.31	0.23	0.26	0.24	0.27	0.25	0.30	0.43
CCI	0.35	0.31	0.25	0.47	0.24	1.00	0.47	0.25	0.25	0.30	0.39	0.35	0.33	0.35	0.09	0.36	0.28	0.18	0.19	0.13	0.21	0.14	0.15	0.24	0.23	0.15	0.24	0.16	0.15	0.19	0.19	0.39
DUK	0.23	0.39	0.22	0.81	0.20	0.47	1.00	0.29	0.19	0.28	0.63	0.44	0.39	0.35	0.10	0.32	0.30	0.10	0.14	0.12	0.16	0.18	0.17	0.24	0.25	0.13	0.17	0.08	0.08	0.14	0.15	0.39
LMT	0.37	0.25	0.22	0.29	0.26	0.25	0.29	1.00	0.25	0.29	0.29	0.26	0.30	0.27	0.24	0.22	0.27	0.23	0.24	0.27	0.28	0.30	0.30	0.30	0.34	0.27	0.29	0.25	0.26	0.26	0.33	0.46
QSR	0.45	0.20	0.22	0.21	0.20	0.25	0.19	0.25	1.00	0.22	0.25	0.24	0.23	0.32	0.22	0.33	0.33	0.32	0.31	0.25	0.32	0.22	0.25	0.32	0.32	0.27	0.38	0.29	0.32	0.31	0.34	0.47
PFE	0.40	0.23	0.39	0.27	0.41	0.30	0.28	0.29	0.22	1.00	0.26	0.33	0.28	0.31	0.20	0.26	0.25	0.27	0.26	0.23	0.31	0.25	0.25	0.30	0.34	0.27	0.27	0.26	0.29	0.29	0.32	0.48
EIX	0.33	0.32	0.22	0.61	0.20	0.39	0.63	0.29	0.25	0.26	1.00	0.36	0.33	0.32	0.16	0.39	0.33	0.22	0.25	0.20	0.25	0.24	0.23	0.30	0.28	0.23	0.25	0.21	0.20	0.25	0.27	0.48
VZ	0.32	0.36	0.25	0.41	0.26	0.35	0.44	0.26	0.24	0.33	0.36	1.00	0.36	0.41	0.18	0.28	0.27	0.19	0.25	0.23	0.21	0.27	0.28	0.34	0.35	0.26	0.27	0.24	0.24	0.29	0.31	0.47
PM	0.36	0.39	0.26	0.37	0.27	0.33	0.39	0.30	0.23	0.28	0.33	0.36	1.00	0.35	0.19	0.32	0.32	0.24	0.25	0.22	0.27	0.28	0.27	0.33	0.33	0.25	0.31	0.25	0.27	0.27	0.29	0.48
BCE	0.37	0.28	0.34	0.34	0.25	0.35	0.35	0.27	0.32	0.31	0.32	0.41	0.35	1.00	0.20	0.31	0.47	0.25	0.28	0.26	0.27	0.31	0.32	0.33	0.32	0.32	0.43	0.24	0.26	0.26	0.30	0.51
VLO	0.39	0.11	0.16	0.11	0.18	0.09	0.10	0.24	0.22	0.20	0.16	0.18	0.19	0.20	1.00	0.30	0.36	0.34	0.35	0.79	0.34	0.59	0.59	0.32	0.36	0.47	0.34	0.41	0.43	0.39	0.45	0.59
SPG	0.48	0.23	0.19	0.30	0.23	0.36	0.32	0.22	0.33	0.26	0.39	0.28	0.32	0.31	0.30	1.00	0.35	0.38	0.43	0.34	0.37	0.32	0.32	0.43	0.37	0.36	0.37	0.41	0.41	0.44	0.43	0.59
ENB	0.44	0.21	0.25	0.28	0.20	0.28	0.30	0.27	0.33	0.25	0.33	0.27	0.32	0.47	0.36	0.35	1.00	0.34	0.33	0.45	0.35	0.48	0.51	0.32	0.36	0.42	0.49	0.32	0.37	0.33	0.37	0.59
LAZ	0.58	0.14	0.24	0.10	0.25	0.18	0.10	0.23	0.32	0.27	0.22	0.19	0.24	0.25	0.34	0.38	0.34	1.00	0.46	0.37	0.48	0.33	0.36	0.42	0.40	0.45	0.47	0.57	0.59	0.56	0.58	0.63
F	0.55	0.14	0.22	0.15	0.24	0.19	0.14	0.24	0.31	0.26	0.25	0.25	0.25	0.28	0.35	0.43	0.33	0.46	1.00	0.39	0.46	0.39	0.39	0.46	0.41	0.46	0.47	0.54	0.53	0.53	0.58	0.64
PSX	0.43	0.12	0.19	0.13	0.20	0.13	0.12	0.27	0.25	0.23	0.20	0.23	0.22	0.26	0.79	0.34	0.45	0.37	0.39	1.00	0.36	0.67	0.68	0.36	0.38	0.54	0.40	0.46	0.48	0.45	0.51	0.67
GLW	0.66	0.18	0.27	0.15	0.28	0.21	0.16	0.28	0.32	0.31	0.25	0.21	0.27	0.27	0.34	0.37	0.35	0.48	0.46	0.36	1.00	0.35	0.36	0.43	0.47	0.46	0.46	0.50	0.54	0.49	0.52	0.63
XOM	0.42	0.17	0.19	0.18	0.20	0.14	0.18	0.30	0.22	0.25	0.24	0.27	0.28	0.31	0.59	0.32	0.48	0.33	0.39	0.67	0.35	1.00	0.83	0.35	0.37	0.54	0.39	0.42	0.45	0.42	0.48	0.65
CVX	0.44	0.17	0.21	0.17	0.20	0.15	0.17	0.30	0.25	0.25	0.23	0.28	0.27	0.32	0.59	0.32	0.51	0.36	0.39	0.68	0.36	0.83	1.00	0.35	0.38	0.54	0.42	0.43	0.46	0.42	0.49	0.66
OMC	0.51	0.27	0.24	0.22	0.28	0.24	0.24	0.30	0.32	0.30	0.30	0.34	0.33	0.33	0.32	0.43	0.32	0.42	0.46	0.36	0.43	0.35	0.35	1.00	0.45	0.44	0.43	0.48	0.47	0.49	0.53	0.63
IBM	0.59	0.24	0.26	0.23	0.31	0.23	0.25	0.34	0.32	0.34	0.28	0.35	0.33	0.32	0.36	0.37	0.36	0.40	0.41	0.38	0.47	0.37	0.38	0.45	1.00	0.42	0.46	0.43	0.46	0.45	0.50	0.63
LYB	0.50	0.15	0.23	0.14	0.23	0.15	0.13	0.27	0.27	0.27	0.23	0.26	0.25	0.32	0.47	0.36	0.42	0.45	0.46	0.54	0.46	0.54	0.54	0.44	0.42	1.00	0.48	0.52	0.50	0.50	0.57	0.68
SLF	0.59	0.17	0.28	0.18	0.26	0.24	0.17	0.29	0.38	0.27	0.25	0.27	0.31	0.43	0.34	0.37	0.49	0.47	0.47	0.40	0.46	0.39	0.42	0.43	0.46	0.48	1.00	0.54	0.57	0.54	0.63	0.66
KEY	0.56	0.12	0.19	0.09	0.24	0.16	0.08	0.25	0.29	0.26	0.21	0.24	0.25	0.24	0.41	0.41	0.32	0.57	0.54	0.46	0.50	0.42	0.43	0.48	0.43	0.52	0.54	1.00	0.76	0.85	0.77	0.71
C	0.64	0.14	0.23	0.08	0.27	0.15	0.08	0.26	0.32	0.29	0.20	0.24	0.27	0.26	0.43	0.41	0.37	0.59	0.53	0.48	0.54	0.45	0.46	0.47	0.46	0.50	0.57	0.76	1.00	0.74	0.74	0.72
TFC	0.58	0.15	0.22	0.14	0.25	0.19	0.14	0.26	0.31	0.29	0.25	0.29	0.27	0.26	0.39	0.44	0.33	0.56	0.53	0.45	0.49	0.42	0.42	0.49	0.45	0.50	0.54	0.85	0.74	1.00	0.76	0.72
PRU	0.62	0.17	0.25	0.15	0.30	0.19	0.15	0.33	0.34	0.32	0.27	0.31	0.29	0.30	0.45	0.43	0.37	0.58	0.58	0.51	0.52	0.48	0.49	0.53	0.50	0.57	0.63	0.77	0.74	0.76	1.00	0.77
Portfolio	0.75	0.35	0.41	0.38	0.43	0.39	0.39	0.46	0.47	0.48	0.48	0.47	0.48	0.51	0.59	0.59	0.59	0.63	0.64	0.67	0.63	0.65	0.66	0.63	0.63	0.68	0.66	0.71	0.72	0.72	0.77	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2014

hyield

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table