+655.4%
HAE vs SPY
+3,091.8%
-2,436.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +23.1% | +0.1% | +23.1% | +23.0% |
| 3M | +47.3% | +2.0% | +45.4% | +45.1% |
| 6M | +59.1% | +13.0% | +46.1% | +47.2% |
| YTD | +28.4% | +13.5% | +14.9% | +18.2% |
| 1Y | +90.3% | +20.0% | +70.3% | +69.0% |
| 3Y | +14.1% | +77.2% | -63.1% | -20.7% |
| 5Y | +59.4% | +81.9% | -22.5% | +9.0% |
| 10Y | +172.3% | +314.1% | -141.8% | +17.2% |
| All | +655.4% | +3,091.8% | -2,436.4% | +9.3% |
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 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