-39.2%
HEAL vs SPY
+155.6%
-194.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -4.5% | -2.0% | -2.5% | -2.5% |
| 30D | -2.1% | -1.7% | -0.4% | -0.4% |
| 3M | +10.2% | +4.7% | +5.4% | +4.8% |
| 6M | +10.3% | +12.5% | -2.2% | -2.8% |
| YTD | -3.2% | +11.7% | -14.9% | -14.0% |
| 1Y | -11.0% | +17.5% | -28.4% | -24.9% |
| 3Y | -4.0% | +76.6% | -80.6% | -47.7% |
| 5Y | -49.4% | +82.0% | -131.4% | -73.3% |
| All | -39.2% | +155.6% | -194.9% | -75.6% |
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 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