+66.4%
HEGD vs SPY
+122.9%
-56.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -1.8% | -1.4% | -0.4% | -1.1% |
| 3M | +1.6% | +3.7% | -2.2% | -0.3% |
| 6M | +6.3% | +13.0% | -6.7% | +0.1% |
| YTD | +6.5% | +12.4% | -5.9% | +0.5% |
| 1Y | +10.7% | +18.5% | -7.8% | +1.8% |
| 3Y | +45.5% | +77.6% | -32.1% | +8.7% |
| 5Y | +45.8% | +81.7% | -35.9% | +7.6% |
| All | +66.4% | +122.9% | -56.5% | +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 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