+247.6%
HEFA vs SPY
+411.6%
-164.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -2.2% | -2.0% | -0.3% | -0.7% |
| 30D | -3.0% | -1.7% | -1.4% | -1.7% |
| 3M | +4.8% | +4.7% | +0.1% | +1.0% |
| 6M | +9.1% | +12.5% | -3.4% | -0.6% |
| YTD | +13.2% | +11.7% | +1.5% | +3.7% |
| 1Y | +23.1% | +17.5% | +5.6% | +8.4% |
| 3Y | +68.8% | +76.6% | -7.8% | +6.8% |
| 5Y | +87.8% | +82.0% | +5.8% | +14.3% |
| 10Y | +218.1% | +317.1% | -99.1% | -11.1% |
| All | +247.6% | +411.6% | -164.0% | -14.4% |
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