+310.2%
HEDJ vs SPY
+794.6%
-484.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.7% | +0.5% | +0.1% | +0.2% |
| 30D | -1.9% | -0.9% | -0.9% | -1.1% |
| 3M | +2.9% | +3.9% | -1.0% | -0.5% |
| 6M | +10.0% | +14.5% | -4.5% | -2.3% |
| YTD | +9.4% | +12.9% | -3.5% | -1.6% |
| 1Y | +17.2% | +19.4% | -2.2% | +0.3% |
| 3Y | +53.9% | +78.5% | -24.6% | -8.6% |
| 5Y | +65.0% | +81.8% | -16.7% | -4.8% |
| 10Y | +168.4% | +311.5% | -143.1% | -29.0% |
| All | +310.2% | +794.6% | -484.4% | -45.6% |
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