+157.1%
HEEM vs SPY
+368.5%
-211.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +2.1% | +0.5% | +1.6% | +1.7% |
| 30D | +3.0% | -0.9% | +3.9% | +3.7% |
| 3M | +1.5% | +3.9% | -2.4% | -1.2% |
| 6M | +16.7% | +14.5% | +2.2% | +6.0% |
| YTD | +24.3% | +12.9% | +11.4% | +14.0% |
| 1Y | +39.5% | +19.4% | +20.2% | +22.9% |
| 3Y | +94.8% | +78.5% | +16.3% | +25.4% |
| 5Y | +63.2% | +81.8% | -18.6% | +2.2% |
| 10Y | +156.2% | +311.5% | -155.4% | -22.3% |
| All | +157.1% | +368.5% | -211.3% | -30.1% |
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