-80.5%
HEPS vs SPY
+90.7%
-171.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.7% |
| 7D | -2.1% | -0.8% | -1.3% | -1.3% |
| 30D | -7.7% | -1.1% | -6.7% | -6.7% |
| 3M | -8.1% | +3.9% | -11.9% | -12.0% |
| 6M | -7.4% | +13.6% | -21.0% | -20.1% |
| YTD | +5.6% | +12.7% | -7.0% | -7.9% |
| 1Y | -8.1% | +17.5% | -25.6% | -23.4% |
| 3Y | +75.8% | +76.9% | -1.1% | -8.0% |
| 5Y | -64.7% | +83.6% | -148.3% | -80.7% |
| All | -80.5% | +90.7% | -171.2% | -89.5% |
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