+87,192.5%
HEI vs SPY
+3,059.5%
+84,133.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -14.2% | -1.4% | -12.8% | -13.2% |
| 3M | -4.3% | +3.7% | -8.0% | -7.1% |
| 6M | +0.7% | +13.0% | -12.3% | -8.8% |
| YTD | -3.4% | +12.4% | -15.8% | -12.1% |
| 1Y | -1.2% | +18.5% | -19.8% | -14.0% |
| 3Y | +90.5% | +77.6% | +12.8% | +17.6% |
| 5Y | +150.9% | +81.7% | +69.2% | +51.5% |
| 10Y | +814.3% | +319.7% | +494.7% | +189.2% |
| All | +87,192.5% | +3,059.5% | +84,133.0% | +13,664.8% |
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