+41.6%
HAE vs SPY
+78.7%
-37.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -1.1% | +3.3% | -4.4% | -3.0% |
| 30D | +0.8% | -2.7% | +3.5% | +2.3% |
| 3M | +34.3% | -1.7% | +36.1% | +35.4% |
| 6M | +127.2% | +3.1% | +124.1% | +122.1% |
| YTD | +53.1% | +11.9% | +41.2% | +41.8% |
| 1Y | +67.8% | +12.0% | +55.8% | +55.3% |
| All | +41.6% | +78.7% | -37.2% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling