-35.3%
HEAL vs SPY
+155.1%
-190.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -1.5% | +2.6% | -4.1% | -4.1% |
| 30D | +2.0% | -2.0% | +4.0% | +4.1% |
| 3M | +3.2% | -2.8% | +6.0% | +6.2% |
| 6M | +22.5% | +2.1% | +20.4% | +19.5% |
| YTD | +3.0% | +11.5% | -8.4% | -8.3% |
| 1Y | +0.2% | +13.5% | -13.2% | -12.4% |
| 3Y | +22.2% | +77.7% | -55.5% | -33.9% |
| 5Y | -44.8% | +72.6% | -117.4% | -69.4% |
| All | -35.3% | +155.1% | -190.4% | -74.0% |
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