-69.2%
HELE vs SPY
+312.5%
-381.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.2% |
| 7D | -4.4% | -0.4% | -4.1% | -4.1% |
| 30D | -6.5% | -1.4% | -5.1% | -5.1% |
| 3M | +1.3% | +3.7% | -2.4% | -2.4% |
| 6M | +68.0% | +13.0% | +55.0% | +48.2% |
| YTD | +28.6% | +12.4% | +16.2% | +14.0% |
| 1Y | +14.1% | +18.5% | -4.5% | -4.2% |
| 3Y | -76.3% | +77.6% | -153.9% | -86.7% |
| 5Y | -88.2% | +81.7% | -169.8% | -93.5% |
| 10Y | -69.2% | +319.7% | -388.9% | -92.5% |
| All | -69.2% | +312.5% | -381.7% | -92.5% |
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