+802.3%
HAE vs SPY
+3,034.0%
-2,231.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.5% | +2.6% | -0.1% | +0.8% |
| 30D | +1.5% | -2.0% | +3.5% | +2.7% |
| 3M | +36.0% | -2.8% | +38.8% | +38.1% |
| 6M | +115.6% | +2.1% | +113.5% | +111.9% |
| YTD | +53.4% | +11.5% | +41.9% | +42.5% |
| 1Y | +66.3% | +13.5% | +52.9% | +52.9% |
| 3Y | +41.8% | +77.7% | -35.9% | -1.7% |
| 5Y | +105.0% | +72.6% | +32.4% | +44.6% |
| 10Y | +215.6% | +308.2% | -92.6% | +36.7% |
| All | +802.3% | +3,034.0% | -2,231.7% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling