+92.0%
HAE vs SPY
+18.1%
+73.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | -0.2% | -0.8% | +0.5% | -0.2% |
| 30D | +12.4% | -1.1% | +13.5% | +12.5% |
| 3M | +28.6% | +3.9% | +24.8% | +27.8% |
| 6M | +69.4% | +13.6% | +55.8% | +64.3% |
| YTD | +28.1% | +12.7% | +15.4% | +24.8% |
| 1Y | +92.0% | +17.5% | +74.5% | +71.3% |
| All | +92.0% | +18.1% | +73.9% | +71.3% |
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 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