+142.7%
HE vs SPY
+3,045.4%
-2,902.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +2.1% | +3.3% | -1.2% | +0.6% |
| 30D | +1.1% | -2.7% | +3.7% | +2.3% |
| 3M | -27.7% | -1.7% | -26.0% | -27.2% |
| 6M | -36.1% | +3.1% | -39.2% | -37.2% |
| YTD | -29.9% | +11.9% | -41.8% | -33.7% |
| 1Y | -25.4% | +12.0% | -37.4% | -29.6% |
| 3Y | -25.8% | +78.2% | -103.9% | -44.3% |
| 5Y | -76.5% | +73.2% | -149.7% | -82.3% |
| 10Y | -62.1% | +309.6% | -371.7% | -81.0% |
| All | +142.7% | +3,045.4% | -2,902.7% | -47.6% |
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