+66.6%
HEGD vs SPY
+123.5%
-56.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | -1.3% | -1.1% | -0.3% | -0.8% |
| 3M | +1.5% | +3.9% | -2.4% | -0.4% |
| 6M | +6.8% | +13.6% | -6.8% | +0.3% |
| YTD | +6.7% | +12.7% | -6.0% | +0.5% |
| 1Y | +9.9% | +17.5% | -7.6% | +1.4% |
| 3Y | +45.4% | +76.9% | -31.6% | +8.8% |
| 5Y | +46.7% | +83.6% | -36.8% | +7.6% |
| All | +66.6% | +123.5% | -56.9% | +8.4% |
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 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