+41.4%
HELO vs SPY
+83.1%
-41.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | -0.9% | -1.1% | +0.2% | -0.4% |
| 3M | +3.2% | +3.9% | -0.7% | +1.3% |
| 6M | +5.3% | +13.6% | -8.3% | -1.1% |
| YTD | +4.5% | +12.7% | -8.2% | -1.5% |
| 1Y | +7.4% | +17.5% | -10.1% | -0.8% |
| All | +41.4% | +83.1% | -41.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling