-75.2%
HELP vs SPY
+181.1%
-256.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | +6.8% | +0.5% | +6.3% | +6.3% |
| 30D | +6.7% | -0.9% | +7.7% | +7.5% |
| 3M | +209.0% | +3.9% | +205.1% | +200.0% |
| 6M | +136.0% | +14.5% | +121.5% | +114.4% |
| YTD | +51.5% | +12.9% | +38.5% | +39.7% |
| 1Y | +97.6% | +19.4% | +78.2% | +76.0% |
| 3Y | -1.2% | +78.5% | -79.7% | -32.7% |
| 5Y | -86.2% | +81.8% | -168.0% | -90.7% |
| All | -75.2% | +181.1% | -256.3% | -81.5% |
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 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