+177.2%
HAE vs SPY
+322.5%
-145.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -0.2% | -0.8% | +0.5% | +0.4% |
| 30D | +12.4% | -1.1% | +13.5% | +13.3% |
| 3M | +28.6% | +3.9% | +24.8% | +24.3% |
| 6M | +69.4% | +13.6% | +55.8% | +51.8% |
| YTD | +28.1% | +12.7% | +15.4% | +15.3% |
| 1Y | +92.0% | +17.5% | +74.5% | +66.3% |
| 3Y | +13.2% | +76.9% | -63.7% | -31.9% |
| 5Y | +52.2% | +83.6% | -31.4% | -11.8% |
| All | +177.2% | +322.5% | -145.3% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling