-54.2%
HE vs SPY
+318.9%
-373.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -5.6% | -2.0% | -3.6% | -4.5% |
| 30D | -11.6% | -1.7% | -10.0% | -10.8% |
| 3M | -19.9% | +4.7% | -24.6% | -22.1% |
| 6M | -29.1% | +12.5% | -41.6% | -33.9% |
| YTD | -14.9% | +11.7% | -26.6% | -20.3% |
| 1Y | -13.0% | +17.5% | -30.4% | -20.9% |
| 3Y | -16.6% | +76.6% | -93.2% | -41.2% |
| 5Y | -72.6% | +82.0% | -154.6% | -81.2% |
| All | -54.2% | +318.9% | -373.0% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling