Asset Allocation
Find the right asset allocation for hyield
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.86% | 5.99% | 0.56% | 1.87% | 1.94% | 0.15% | 18.45% | ||||||
| 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 1.15%, 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
- R²
- 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.
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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for hyield and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BCE BCE Inc. | 67 | 0.97 | 1.45 | 1.17 | 1.45 | 2.97 |
C Citigroup Inc. | 93 | 2.74 | 3.38 | 1.43 | 5.22 | 15.04 |
CCI Crown Castle International Corp. | 38 | -0.05 | 0.12 | 1.01 | -0.04 | -0.08 |
CVX Chevron Corporation | 85 | 1.94 | 2.54 | 1.33 | 3.06 | 7.76 |
DUK Duke Energy Corporation | 62 | 0.77 | 1.15 | 1.13 | 1.02 | 2.47 |
EIX Edison International | 85 | 1.75 | 2.28 | 1.30 | 4.33 | 10.71 |
ENB Enbridge Inc. | 83 | 1.67 | 2.40 | 1.29 | 2.96 | 7.46 |
F Ford Motor Company | 81 | 1.48 | 2.40 | 1.29 | 2.47 | 6.56 |
GILD Gilead Sciences, Inc. | 64 | 0.77 | 1.30 | 1.15 | 1.14 | 2.82 |
GLW Corning Incorporated | 98 | 4.61 | 4.32 | 1.62 | 11.07 | 36.80 |
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Dividends
Dividend yield
hyield provided a 3.75% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.75% | 4.38% | 4.62% | 4.84% | 4.55% | 3.97% | 4.60% | 4.53% | 4.58% | 3.37% | 3.50% | 3.48% |
| Portfolio components: | ||||||||||||
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 2d | 10mo 23d | 1y 20dJan 2020 - Feb 2021 |
Rate-hike selloffLate 2018 | -18.37%Dec 2018 | 10mo 29d | 4mo 7d | 1y 3moJan 2018 - Apr 2019 |
Bear market2022 | -16.95%Sep 2022 | 3mo 24d | 3mo 13d | 7mo 7dJun 2022 - Jan 2023 |
2025 selloff2025 | -15.12%Apr 2025 | 4mo 7d | 2mo 25d | 7mo 2dDec 2024 - Jul 2025 |
2023 correction2023 | -14.00%Oct 2023 | 8mo 15d | 2mo | 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
| 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.
Portfolio Correlations
Correlation vs. hyield. PRU has the highest portfolio correlation at 0.77, while K has the lowest at 0.35.
Asset Correlations Table
Find what hyield is missing
See which holdings overlap, where hyield is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification