+12.5%
HECA vs SPY
+24.3%
-11.8%
-12.8%
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% | -0.4% |
| 7D | -1.8% | -2.0% | +0.2% | -0.9% |
| 30D | -0.8% | -1.7% | +0.8% | -0.1% |
| 3M | +2.2% | +4.7% | -2.5% | -0.1% |
| 6M | -6.4% | +12.5% | -18.9% | -10.8% |
| YTD | -0.3% | +11.7% | -12.0% | -4.7% |
| 1Y | +9.0% | +17.5% | -8.5% | 0.0% |
| All | +12.5% | +24.3% | -11.8% | -0.7% |
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