+800.6%
HAE vs SPY
+3,045.4%
-2,244.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -1.1% | +3.3% | -4.4% | -3.2% |
| 30D | +0.8% | -2.7% | +3.5% | +2.4% |
| 3M | +34.3% | -1.7% | +36.1% | +35.5% |
| 6M | +127.2% | +3.1% | +124.1% | +122.1% |
| YTD | +53.1% | +11.9% | +41.2% | +42.0% |
| 1Y | +67.8% | +12.0% | +55.8% | +55.5% |
| 3Y | +42.5% | +78.2% | -35.7% | -1.4% |
| 5Y | +104.7% | +73.2% | +31.4% | +44.0% |
| 10Y | +215.0% | +309.6% | -94.7% | +36.2% |
| All | +800.6% | +3,045.4% | -2,244.8% | +31.3% |
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