+813.3%
HEI vs SPY
+322.5%
+490.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.2% |
| 30D | -15.3% | -1.1% | -14.2% | -14.4% |
| 3M | -6.8% | +3.9% | -10.7% | -10.3% |
| 6M | +3.0% | +13.6% | -10.6% | -8.9% |
| YTD | -2.3% | +12.7% | -14.9% | -12.9% |
| 1Y | -1.4% | +17.5% | -18.9% | -15.7% |
| 3Y | +94.1% | +76.9% | +17.2% | +8.6% |
| 5Y | +155.3% | +83.6% | +71.7% | +36.3% |
| All | +813.3% | +322.5% | +490.9% | +106.3% |
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