-74.1%
HELP vs SPY
+180.5%
-254.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.4% |
| 7D | +6.1% | -0.8% | +6.9% | +6.8% |
| 30D | +12.9% | -1.1% | +13.9% | +13.7% |
| 3M | +220.2% | +3.9% | +216.4% | +210.8% |
| 6M | +141.1% | +13.6% | +127.5% | +120.3% |
| YTD | +58.6% | +12.7% | +45.9% | +46.5% |
| 1Y | +115.8% | +17.5% | +98.3% | +94.4% |
| 3Y | +3.4% | +76.9% | -73.5% | -29.1% |
| 5Y | -85.9% | +83.6% | -169.5% | -90.6% |
| All | -74.1% | +180.5% | -254.6% | -80.6% |
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 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