-55.8%
HELE vs SPY
+311.8%
-367.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.9% |
| 7D | +2.6% | -0.9% | +3.5% | +3.1% |
| 30D | +33.3% | -2.4% | +35.7% | +36.4% |
| 3M | +29.7% | -1.2% | +30.9% | +31.0% |
| 6M | +56.2% | +3.3% | +52.9% | +50.7% |
| YTD | +78.8% | +12.3% | +66.5% | +58.3% |
| 1Y | +97.7% | +12.4% | +85.2% | +74.9% |
| 3Y | -61.6% | +78.8% | -140.4% | -78.6% |
| 5Y | -84.2% | +75.2% | -159.4% | -91.0% |
| 10Y | -55.8% | +311.1% | -366.9% | -89.0% |
| All | -55.8% | +311.8% | -367.6% | -89.0% |
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