-75.8%
HE vs SPY
+74.6%
-150.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.3% |
| 7D | +5.1% | -0.9% | +6.0% | +5.5% |
| 30D | +3.1% | -2.4% | +5.5% | +4.2% |
| 3M | -24.6% | -1.2% | -23.5% | -24.3% |
| 6M | -35.9% | +3.3% | -39.2% | -37.1% |
| YTD | -27.4% | +12.3% | -39.7% | -31.7% |
| 1Y | -22.3% | +12.4% | -34.7% | -27.0% |
| 3Y | -23.1% | +78.8% | -101.9% | -43.8% |
| 5Y | -75.8% | +75.2% | -150.9% | -82.8% |
| All | -75.8% | +74.6% | -150.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling